+1,050.7%
C vs IP
+345.0%
+705.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.1% | +0.8% |
| 7D | +1.1% | +3.4% | -2.3% | -0.9% |
| 30D | -2.4% | +11.2% | -13.7% | -8.4% |
| 3M | -8.4% | -14.8% | +6.4% | -0.8% |
| 6M | +0.3% | +17.3% | -16.9% | -10.8% |
| YTD | +9.1% | -6.2% | +15.3% | +7.4% |
| 1Y | +26.0% | +2.3% | +23.7% | +17.6% |
| 3Y | +221.2% | +17.7% | +203.5% | +157.5% |
| 5Y | +120.4% | -8.4% | +128.9% | +100.7% |
| 10Y | +250.6% | +32.1% | +218.5% | +152.1% |
| All | +1,050.7% | +345.0% | +705.8% | +234.2% |
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