-15.0%
EW vs IP
-12.5%
-2.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.4% | +2.0% |
| 7D | +6.8% | -5.0% | +11.7% | +7.4% |
| 30D | +16.6% | +6.5% | +10.0% | +15.5% |
| 3M | +13.3% | -18.0% | +31.4% | +16.1% |
| 6M | +21.6% | +10.3% | +11.3% | +19.3% |
| YTD | +18.3% | -9.9% | +28.1% | +18.6% |
| 1Y | +21.7% | -1.1% | +22.8% | +20.2% |
| 3Y | +50.3% | +13.0% | +37.3% | +36.3% |
| 5Y | -15.0% | -12.3% | -2.8% | -13.4% |
| All | -15.0% | -12.5% | -2.6% | -13.4% |
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