+202.9%
CTVA vs IP
+15.7%
+187.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -0.4% |
| 7D | +5.0% | -5.0% | +9.9% | +6.8% |
| 30D | -13.4% | +6.5% | -20.0% | -15.7% |
| 3M | +2.2% | -18.0% | +20.3% | +9.1% |
| 6M | -3.9% | +10.3% | -14.2% | -8.9% |
| YTD | +20.5% | -9.9% | +30.4% | +20.9% |
| 1Y | +27.2% | -1.1% | +28.3% | +22.4% |
| 3Y | +64.9% | +13.0% | +51.9% | +35.6% |
| 5Y | +77.8% | -12.3% | +90.1% | +64.2% |
| All | +202.9% | +15.7% | +187.2% | +109.7% |
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