+42.8%
DE vs IP
-7.8%
+50.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.4% |
| 7D | +2.3% | -0.9% | +3.2% | +2.5% |
| 30D | +4.4% | +6.7% | -2.3% | +3.0% |
| 3M | +9.8% | -16.6% | +26.3% | +14.1% |
| 6M | +15.8% | +6.0% | +9.8% | +14.2% |
| YTD | +47.0% | -10.7% | +57.6% | +47.7% |
| 1Y | +42.8% | -6.7% | +49.5% | +41.4% |
| All | +42.8% | -7.8% | +50.6% | +41.4% |
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 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