+7,451.3%
CME vs IP
+134.4%
+7,316.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.6% | +1.0% |
| 7D | +3.7% | -5.0% | +8.6% | +5.3% |
| 30D | +13.7% | +6.5% | +7.2% | +11.2% |
| 3M | +16.6% | -18.0% | +34.6% | +23.7% |
| 6M | +8.2% | +10.3% | -2.1% | +2.4% |
| YTD | +16.3% | -9.9% | +26.2% | +15.6% |
| 1Y | +19.1% | -1.1% | +20.1% | +14.2% |
| 3Y | +67.4% | +13.0% | +54.3% | +41.4% |
| 5Y | +71.0% | -12.3% | +83.2% | +54.9% |
| 10Y | +338.9% | +26.8% | +312.1% | +218.2% |
| All | +7,451.3% | +134.4% | +7,316.8% | +3,470.0% |
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