+14,001.9%
DE vs IP
+327.4%
+13,674.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.0% | -0.2% |
| 7D | +0.5% | -5.0% | +5.5% | +2.7% |
| 30D | -2.9% | +6.5% | -9.4% | -5.8% |
| 3M | +8.6% | -18.0% | +26.7% | +17.6% |
| 6M | +15.8% | +10.3% | +5.5% | +8.8% |
| YTD | +43.6% | -9.9% | +53.5% | +44.9% |
| 1Y | +41.6% | -1.1% | +42.7% | +36.6% |
| 3Y | +80.7% | +13.0% | +67.6% | +54.2% |
| 5Y | +99.3% | -12.3% | +111.6% | +87.5% |
| 10Y | +777.0% | +26.8% | +750.1% | +568.0% |
| All | +14,001.9% | +327.4% | +13,674.5% | +4,403.4% |
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 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