-67.0%
CAPR vs INIO
-36.7%
-30.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.8% | +0.1% | -5.0% |
| 7D | -12.6% | +3.5% | -16.2% | -12.3% |
| 30D | +124.4% | -23.4% | +147.8% | +117.5% |
| 3M | -66.8% | -38.4% | -28.4% | -62.1% |
| All | -67.0% | -36.7% | -30.2% | -62.4% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling