+144.6%
B vs IP
-10.3%
+154.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.5% | +6.8% | +8.1% |
| 7D | +1.1% | +3.4% | -2.3% | +0.5% |
| 30D | +0.3% | +11.2% | -10.9% | -1.4% |
| 3M | +5.4% | -14.8% | +20.2% | +7.9% |
| 6M | +5.5% | +17.3% | -11.8% | +2.9% |
| YTD | -6.3% | -6.2% | -0.2% | -6.5% |
| 1Y | +29.4% | +2.3% | +27.0% | +27.8% |
| 3Y | +160.3% | +17.7% | +142.6% | +138.5% |
| 5Y | +144.6% | -8.4% | +153.0% | +132.4% |
| All | +144.6% | -10.3% | +154.9% | +132.4% |
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 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