+3,716.0%
ALL vs IP
+258.2%
+3,457.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -2.1% |
| 7D | 0.0% | -5.3% | +5.3% | +1.9% |
| 30D | -1.5% | -10.9% | +9.4% | +2.4% |
| 3M | +23.6% | +11.2% | +12.5% | +17.3% |
| 6M | +22.3% | -10.2% | +32.6% | +23.7% |
| YTD | +26.5% | -2.0% | +28.5% | +22.9% |
| 1Y | +27.0% | -19.1% | +46.1% | +31.3% |
| 3Y | +149.6% | +20.9% | +128.7% | +109.3% |
| 5Y | +118.1% | -17.8% | +135.9% | +109.6% |
| 10Y | +369.0% | +23.5% | +345.4% | +263.8% |
| All | +3,716.0% | +258.2% | +3,457.8% | +1,526.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling