+911.5%
BE vs IP
+7.6%
+903.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.2% | +5.2% | +6.4% |
| 7D | +20.0% | -5.3% | +25.2% | +22.9% |
| 30D | +7.9% | -10.9% | +18.8% | +13.3% |
| 3M | -13.2% | +11.2% | -24.4% | -19.2% |
| 6M | +53.5% | -10.2% | +63.7% | +56.4% |
| YTD | +191.0% | -2.0% | +193.0% | +180.9% |
| 1Y | +360.5% | -19.1% | +379.6% | +383.0% |
| 3Y | +1,568.0% | +20.9% | +1,547.2% | +1,241.2% |
| 5Y | +1,055.2% | -17.8% | +1,073.0% | +1,027.0% |
| All | +911.5% | +7.6% | +903.9% | +672.1% |
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