+6,781.2%
CME vs IP
+155.0%
+6,626.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.0% |
| 7D | -1.6% | -5.3% | +3.7% | +0.1% |
| 30D | +6.2% | -10.9% | +17.1% | +10.1% |
| 3M | +10.4% | +11.2% | -0.7% | +5.2% |
| 6M | -9.5% | -10.2% | +0.7% | -8.7% |
| YTD | +6.0% | -2.0% | +8.0% | +2.9% |
| 1Y | +9.3% | -19.1% | +28.4% | +12.4% |
| 3Y | +57.7% | +20.9% | +36.8% | +30.6% |
| 5Y | +77.7% | -17.8% | +95.5% | +66.6% |
| 10Y | +281.2% | +23.5% | +257.7% | +182.1% |
| All | +6,781.2% | +155.0% | +6,626.2% | +3,076.3% |
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