+7,476.6%
CME vs IP
+144.1%
+7,332.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.9% |
| 7D | +4.8% | +3.4% | +1.4% | +3.6% |
| 30D | +14.2% | +11.2% | +2.9% | +10.1% |
| 3M | +17.9% | -14.8% | +32.7% | +23.6% |
| 6M | +7.2% | +17.3% | -10.0% | -0.5% |
| YTD | +16.7% | -6.2% | +22.9% | +14.5% |
| 1Y | +19.6% | +2.3% | +17.2% | +13.4% |
| 3Y | +67.9% | +17.7% | +50.2% | +40.1% |
| 5Y | +72.4% | -8.4% | +80.9% | +54.1% |
| 10Y | +340.4% | +32.1% | +308.3% | +215.2% |
| All | +7,476.6% | +144.1% | +7,332.5% | +3,436.0% |
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