+3,821.1%
ALL vs IP
+229.3%
+3,591.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | +0.5% |
| 7D | +4.2% | -5.0% | +9.2% | +6.1% |
| 30D | +18.9% | +6.5% | +12.4% | +16.1% |
| 3M | +1.2% | -18.0% | +19.3% | +7.9% |
| 6M | +23.2% | +10.3% | +12.9% | +16.2% |
| YTD | +30.0% | -9.9% | +39.9% | +29.7% |
| 1Y | +39.6% | -1.1% | +40.7% | +34.1% |
| 3Y | +115.2% | +13.0% | +102.2% | +84.2% |
| 5Y | +156.2% | -12.3% | +168.5% | +138.5% |
| 10Y | +398.0% | +26.8% | +371.2% | +280.5% |
| All | +3,821.1% | +229.3% | +3,591.8% | +1,615.4% |
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