+42.3%
COMP vs INIO
-54.6%
+97.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +8.3% | -2.6% | +5.0% |
| 7D | +14.5% | -9.1% | +23.7% | +13.9% |
| 30D | +14.9% | -24.7% | +39.6% | +16.4% |
| 3M | -14.2% | -45.5% | +31.3% | -9.7% |
| All | +42.3% | -54.6% | +97.0% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 3y: compounded portfolio wealth divided by compounded INIO 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…
3y analysis · Full analysis span regression · Available span rolling