-7.9%
CAVA vs IP
-18.9%
+11.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -2.2% |
| 7D | -9.2% | -5.3% | -4.0% | -7.5% |
| 30D | -8.2% | -10.9% | +2.7% | -4.5% |
| 3M | -15.3% | +11.2% | -26.5% | -19.1% |
| 6M | -23.6% | -10.2% | -13.4% | -19.2% |
| YTD | +3.5% | -2.0% | +5.5% | +2.4% |
| 1Y | -7.9% | -19.1% | +11.2% | -2.8% |
| All | -7.9% | -18.9% | +11.0% | -2.8% |
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