+13,545.6%
COST vs IP
+331.0%
+13,214.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.3% |
| 7D | +4.1% | -5.1% | +9.1% | +5.3% |
| 30D | +12.0% | +8.5% | +3.5% | +9.6% |
| 3M | +11.2% | -13.8% | +25.0% | +14.8% |
| 6M | +6.1% | +5.7% | +0.4% | +3.3% |
| YTD | +22.9% | -9.1% | +32.0% | +22.8% |
| 1Y | +14.7% | -0.8% | +15.6% | +11.9% |
| 3Y | +92.3% | +14.8% | +77.5% | +73.5% |
| 5Y | +116.6% | -11.5% | +128.2% | +106.6% |
| 10Y | +775.4% | +27.9% | +747.5% | +614.3% |
| All | +13,545.6% | +331.0% | +13,214.6% | +5,676.2% |
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