+18.8%
CI vs IP
-1.7%
+20.5%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -0.9% |
| 7D | +1.0% | -5.0% | +6.0% | +1.5% |
| 30D | +9.9% | +6.5% | +3.3% | +9.2% |
| 3M | +12.1% | -18.0% | +30.1% | +14.0% |
| 6M | +10.6% | +10.3% | +0.3% | +8.9% |
| YTD | +11.4% | -9.9% | +21.3% | +12.3% |
| 1Y | +18.8% | -1.1% | +19.8% | +15.3% |
| All | +18.8% | -1.7% | +20.5% | +15.3% |
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 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