+156.2%
ALL vs IP
-12.5%
+168.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.3% |
| 7D | +4.2% | -5.0% | +9.2% | +5.0% |
| 30D | +18.9% | +6.5% | +12.4% | +17.8% |
| 3M | +1.2% | -18.0% | +19.3% | +4.1% |
| 6M | +23.2% | +10.3% | +12.9% | +20.1% |
| YTD | +30.0% | -9.9% | +39.9% | +30.5% |
| 1Y | +39.6% | -1.1% | +40.7% | +37.2% |
| 3Y | +115.2% | +13.0% | +102.2% | +86.7% |
| 5Y | +156.2% | -12.3% | +168.5% | +151.3% |
| All | +156.2% | -12.5% | +168.7% | +151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling