+377.4%
CARR vs IP
+58.9%
+318.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.9% |
| 7D | -2.3% | -5.1% | +2.7% | -0.4% |
| 30D | -4.4% | +8.5% | -12.9% | -7.7% |
| 3M | -17.8% | -13.8% | -3.9% | -13.2% |
| 6M | -22.2% | +5.7% | -28.0% | -25.1% |
| YTD | +0.7% | -9.1% | +9.8% | +1.7% |
| 1Y | -5.9% | -0.8% | -5.1% | -8.6% |
| 3Y | +8.6% | +14.8% | -6.2% | -8.7% |
| 5Y | +6.7% | -11.5% | +18.2% | +1.2% |
| All | +377.4% | +58.9% | +318.5% | +233.0% |
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