+99.2%
DE vs IP
-17.2%
+116.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.7% |
| 7D | +10.0% | -5.3% | +15.3% | +11.5% |
| 30D | +13.3% | -10.9% | +24.2% | +16.7% |
| 3M | +17.5% | +11.2% | +6.3% | +13.6% |
| 6M | +13.6% | -10.2% | +23.8% | +15.8% |
| YTD | +49.8% | -2.0% | +51.8% | +48.4% |
| 1Y | +47.9% | -19.1% | +67.0% | +54.1% |
| 3Y | +72.5% | +20.9% | +51.7% | +51.1% |
| All | +99.2% | -17.2% | +116.4% | +94.4% |
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