+222.8%
C vs IP
+17.6%
+205.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.1% | +1.2% |
| 7D | +1.1% | +3.4% | -2.3% | +0.1% |
| 30D | -2.4% | +11.2% | -13.7% | -5.4% |
| 3M | -8.4% | -14.8% | +6.4% | -4.5% |
| 6M | +0.3% | +17.3% | -16.9% | -5.3% |
| YTD | +9.1% | -6.2% | +15.3% | +9.1% |
| 1Y | +26.0% | +2.3% | +23.7% | +22.5% |
| All | +222.8% | +17.6% | +205.2% | +221.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling