+130.7%
C vs IP
-17.2%
+147.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.1% |
| 7D | +3.6% | -5.3% | +8.9% | +5.6% |
| 30D | +0.1% | -10.9% | +10.9% | +4.1% |
| 3M | +2.4% | +11.2% | -8.7% | -2.6% |
| 6M | +24.9% | -10.2% | +35.2% | +28.0% |
| YTD | +19.8% | -2.0% | +21.8% | +17.9% |
| 1Y | +44.9% | -19.1% | +64.0% | +52.9% |
| 3Y | +263.0% | +20.9% | +242.1% | +209.1% |
| All | +130.7% | -17.2% | +147.9% | +127.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling