+5.6%
CARR vs IP
-12.0%
+17.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.9% |
| 7D | -2.3% | -5.1% | +2.7% | -0.5% |
| 30D | -4.4% | +8.5% | -12.9% | -7.4% |
| 3M | -17.8% | -13.8% | -3.9% | -13.6% |
| 6M | -22.2% | +5.7% | -28.0% | -24.9% |
| YTD | +0.7% | -9.1% | +9.8% | +1.7% |
| 1Y | -5.9% | -0.8% | -5.1% | -8.3% |
| 3Y | +8.6% | +14.8% | -6.2% | -9.2% |
| All | +5.6% | -12.0% | +17.6% | -0.4% |
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