+7,463.6%
CI vs IP
+364.8%
+7,098.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -2.0% |
| 7D | +1.3% | -5.3% | +6.6% | +3.0% |
| 30D | +4.4% | -10.9% | +15.3% | +8.2% |
| 3M | +0.7% | +11.2% | -10.5% | -4.0% |
| 6M | +0.3% | -10.2% | +10.6% | +1.6% |
| YTD | +3.8% | -2.0% | +5.8% | +1.6% |
| 1Y | -5.5% | -19.1% | +13.6% | -1.2% |
| 3Y | +8.1% | +20.9% | -12.7% | -5.8% |
| 5Y | +42.8% | -17.8% | +60.6% | +39.2% |
| 10Y | +143.9% | +23.5% | +120.4% | +99.9% |
| All | +7,463.6% | +364.8% | +7,098.8% | +2,776.2% |
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