-14.6%
EW vs IP
-12.0%
-2.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | +11.0% | -5.1% | +16.1% | +11.7% |
| 30D | +19.1% | +8.5% | +10.6% | +17.7% |
| 3M | +14.4% | -13.8% | +28.2% | +16.4% |
| 6M | +22.8% | +5.7% | +17.0% | +21.1% |
| YTD | +19.8% | -9.1% | +28.9% | +20.1% |
| 1Y | +23.9% | -0.8% | +24.7% | +22.4% |
| 3Y | +52.2% | +14.8% | +37.4% | +37.6% |
| All | -14.6% | -12.0% | -2.5% | -13.3% |
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