+78.4%
CTVA vs IP
-13.0%
+91.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | -1.0% | -2.8% | +1.8% | -0.5% |
| 30D | -8.7% | +9.2% | -17.9% | -10.4% |
| 3M | +6.4% | -16.1% | +22.5% | +9.9% |
| 6M | -1.9% | +9.6% | -11.5% | -4.1% |
| YTD | +21.5% | -8.8% | +30.3% | +22.2% |
| 1Y | +24.3% | -5.5% | +29.8% | +23.7% |
| 3Y | +91.8% | +19.6% | +72.2% | +68.8% |
| 5Y | +78.4% | -13.5% | +91.9% | +80.6% |
| All | +78.4% | -13.0% | +91.4% | +80.6% |
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