+16.1%
CAPR vs INIO
-28.8%
+44.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.3% | +1.4% | +4.4% |
| 7D | +41.1% | -15.5% | +56.6% | +38.4% |
| 30D | +11.1% | -32.3% | +43.4% | +13.8% |
| All | +16.1% | -28.8% | +44.9% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 1mo: compounded portfolio wealth divided by compounded INIO 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…
1mo analysis · Full analysis span regression · Available span rolling