+32.0%
CTVA vs IP
+2.3%
+29.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.7% | +3.1% |
| 7D | +8.2% | +3.4% | +4.8% | +7.9% |
| 30D | -1.0% | +11.2% | -12.3% | -1.8% |
| 3M | +4.6% | -14.8% | +19.3% | +6.4% |
| 6M | +0.5% | +17.3% | -16.8% | +0.8% |
| YTD | +22.7% | -6.2% | +28.9% | +24.0% |
| 1Y | +32.0% | +2.3% | +29.6% | +30.8% |
| All | +32.0% | +2.3% | +29.7% | +30.8% |
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