+50.3%
EW vs IP
+12.9%
+37.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.4% | +1.7% |
| 7D | +6.8% | -5.0% | +11.7% | +7.1% |
| 30D | +16.6% | +6.5% | +10.0% | +16.1% |
| 3M | +13.3% | -18.0% | +31.4% | +14.6% |
| 6M | +21.6% | +10.3% | +11.3% | +20.7% |
| YTD | +18.3% | -9.9% | +28.1% | +18.6% |
| 1Y | +21.7% | -1.1% | +22.8% | +21.2% |
| All | +50.3% | +12.9% | +37.3% | +49.6% |
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