+91.4%
DE vs IP
+20.8%
+70.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | +3.3% | 0.0% | +3.2% | +3.3% |
| 30D | +10.7% | +9.4% | +1.4% | +8.6% |
| 3M | +13.1% | -14.1% | +27.2% | +16.5% |
| 6M | +20.2% | +9.2% | +11.0% | +17.5% |
| YTD | +48.9% | -7.5% | +56.4% | +49.6% |
| 1Y | +46.6% | -2.8% | +49.4% | +45.6% |
| 3Y | +91.4% | +21.2% | +70.1% | +82.8% |
| All | +91.4% | +20.8% | +70.6% | +82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling