+701.6%
BE vs IP
+3.0%
+698.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.5% | -7.9% | -7.0% |
| 7D | -12.1% | +3.4% | -15.5% | -13.8% |
| 30D | -30.1% | +11.2% | -41.3% | -33.7% |
| 3M | -12.1% | -14.8% | +2.6% | -6.4% |
| 6M | -30.6% | +17.3% | -47.9% | -37.5% |
| YTD | +130.6% | -6.2% | +136.8% | +125.8% |
| 1Y | +55.3% | +2.3% | +52.9% | +44.5% |
| 3Y | +1,755.6% | +17.7% | +1,737.9% | +1,400.0% |
| 5Y | +564.5% | -8.4% | +572.9% | +511.9% |
| All | +701.6% | +3.0% | +698.6% | +520.8% |
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