+8,121.8%
CI vs IP
+345.0%
+7,776.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +1.9% | +2.9% |
| 7D | +3.5% | +3.4% | +0.1% | +2.3% |
| 30D | +12.6% | +11.2% | +1.3% | +8.6% |
| 3M | +12.1% | -14.8% | +26.8% | +17.4% |
| 6M | +10.6% | +17.3% | -6.7% | +3.0% |
| YTD | +12.8% | -6.2% | +19.0% | +11.6% |
| 1Y | +18.0% | +2.3% | +15.7% | +13.2% |
| 3Y | +4.2% | +17.7% | -13.5% | -8.6% |
| 5Y | +57.2% | -8.4% | +65.7% | +47.2% |
| 10Y | +179.3% | +32.1% | +147.3% | +123.5% |
| All | +8,121.8% | +345.0% | +7,776.8% | +3,060.6% |
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