+29.4%
B vs IP
+2.3%
+27.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.5% | +6.8% | +7.9% |
| 7D | +1.1% | +3.4% | -2.3% | +0.2% |
| 30D | +0.3% | +11.2% | -10.9% | -2.5% |
| 3M | +5.4% | -14.8% | +20.2% | +9.2% |
| 6M | +5.5% | +17.3% | -11.8% | +1.0% |
| YTD | -6.3% | -6.2% | -0.2% | -6.7% |
| 1Y | +29.4% | +2.3% | +27.0% | +27.3% |
| All | +29.4% | +2.3% | +27.1% | +27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling