+59.4%
BE vs IP
-7.8%
+67.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.5% | -3.3% |
| 7D | +20.5% | -0.9% | +21.4% | +20.8% |
| 30D | -23.4% | +6.7% | -30.0% | -24.1% |
| 3M | -14.9% | -16.6% | +1.7% | -13.0% |
| 6M | -28.1% | +6.0% | -34.0% | -30.5% |
| YTD | +132.4% | -10.7% | +143.1% | +124.1% |
| 1Y | +59.4% | -6.7% | +66.0% | +54.7% |
| All | +59.4% | -7.8% | +67.2% | +54.7% |
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 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