-8.5%
CARR vs IP
-21.3%
+12.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.5% |
| 7D | +3.2% | +0.1% | +3.2% | +3.2% |
| 30D | -7.7% | -11.2% | +3.6% | -4.8% |
| 3M | -11.9% | +12.3% | -24.2% | -15.3% |
| 6M | +2.0% | -5.2% | +7.3% | +2.5% |
| YTD | +13.2% | -4.0% | +17.1% | +13.5% |
| 1Y | -8.5% | -19.2% | +10.7% | -9.2% |
| All | -8.5% | -21.3% | +12.8% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling