+109.0%
CTVA vs IP
-17.2%
+126.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.3% |
| 7D | +4.9% | -5.3% | +10.2% | +6.0% |
| 30D | +11.9% | -10.9% | +22.8% | +14.4% |
| 3M | +13.7% | +11.2% | +2.5% | +11.0% |
| 6M | +13.1% | -10.2% | +23.4% | +15.1% |
| YTD | +32.0% | -2.0% | +33.9% | +31.0% |
| 1Y | +22.1% | -19.1% | +41.2% | +26.4% |
| 3Y | +77.5% | +20.9% | +56.6% | +58.2% |
| All | +109.0% | -17.2% | +126.2% | +110.4% |
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