+441.9%
CARR vs IP
+71.4%
+370.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.2% |
| 7D | +1.6% | -5.3% | +6.8% | +3.7% |
| 30D | -8.7% | -10.9% | +2.1% | -4.6% |
| 3M | -12.6% | +11.2% | -23.7% | -17.1% |
| 6M | -1.5% | -10.2% | +8.7% | +1.0% |
| YTD | +14.3% | -2.0% | +16.3% | +12.4% |
| 1Y | -4.6% | -19.1% | +14.5% | +1.1% |
| 3Y | +7.3% | +20.9% | -13.5% | -10.9% |
| 5Y | +11.6% | -17.8% | +29.5% | +10.6% |
| All | +441.9% | +71.4% | +370.6% | +268.3% |
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