-1.4%
CMS vs IP
-0.2%
-1.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -3.0% | -2.2% |
| 7D | -1.3% | -5.1% | +3.7% | -1.0% |
| 30D | +6.3% | +8.5% | -2.2% | +5.9% |
| 3M | -2.1% | -13.8% | +11.8% | -1.4% |
| 6M | -5.1% | +5.7% | -10.8% | -5.2% |
| YTD | +1.3% | -9.1% | +10.4% | +1.4% |
| 1Y | -1.4% | -0.8% | -0.6% | -2.8% |
| All | -1.4% | -0.2% | -1.2% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling