+71.0%
CME vs IP
-12.5%
+83.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.6% | -0.3% |
| 7D | +3.7% | -5.0% | +8.6% | +3.7% |
| 30D | +13.7% | +6.5% | +7.2% | +13.7% |
| 3M | +16.6% | -18.0% | +34.6% | +16.7% |
| 6M | +8.2% | +10.3% | -2.1% | +8.0% |
| YTD | +16.3% | -9.9% | +26.2% | +16.5% |
| 1Y | +19.1% | -1.1% | +20.1% | +18.8% |
| 3Y | +67.4% | +13.0% | +54.3% | +58.5% |
| 5Y | +71.0% | -12.3% | +83.2% | +69.1% |
| All | +71.0% | -12.5% | +83.4% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling