+20.5%
C vs IP
-0.2%
+20.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | -2.4% | -5.1% | +2.7% | -1.2% |
| 30D | -6.0% | +8.5% | -14.5% | -7.8% |
| 3M | -10.5% | -13.8% | +3.3% | -7.5% |
| 6M | -5.7% | +5.7% | -11.5% | -8.1% |
| YTD | +4.1% | -9.1% | +13.3% | +6.1% |
| 1Y | +20.5% | -0.8% | +21.3% | +20.0% |
| All | +20.5% | -0.2% | +20.7% | +20.0% |
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