+714.7%
B vs IP
+327.4%
+387.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +1.1% |
| 7D | +4.3% | -5.0% | +9.3% | +5.1% |
| 30D | -0.9% | +6.5% | -7.5% | -1.8% |
| 3M | -1.4% | -18.0% | +16.7% | +1.3% |
| 6M | +5.0% | +10.3% | -5.3% | +3.4% |
| YTD | -5.8% | -9.9% | +4.0% | -5.2% |
| 1Y | +25.6% | -1.1% | +26.7% | +24.8% |
| 3Y | +161.6% | +13.0% | +148.6% | +150.6% |
| 5Y | +135.2% | -12.3% | +147.5% | +131.3% |
| 10Y | +170.7% | +26.8% | +143.9% | +143.5% |
| All | +714.7% | +327.4% | +387.3% | +644.1% |
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