+120.6%
COST vs IP
-12.0%
+132.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.2% |
| 7D | +4.1% | -5.1% | +9.1% | +4.6% |
| 30D | +12.0% | +8.5% | +3.5% | +11.0% |
| 3M | +11.2% | -13.8% | +25.0% | +12.7% |
| 6M | +6.1% | +5.7% | +0.4% | +5.0% |
| YTD | +22.9% | -9.1% | +32.0% | +23.4% |
| 1Y | +14.7% | -0.8% | +15.6% | +13.8% |
| 3Y | +92.3% | +14.8% | +77.5% | +75.6% |
| All | +120.6% | -12.0% | +132.6% | +123.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling