+4.4%
EXC vs IP
-18.9%
+23.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.2% |
| 7D | +0.3% | -5.3% | +5.6% | +0.6% |
| 30D | -3.7% | -10.9% | +7.1% | -3.0% |
| 3M | -1.3% | +11.2% | -12.5% | -2.1% |
| 6M | -9.7% | -10.2% | +0.5% | -9.8% |
| YTD | +2.9% | -2.0% | +4.9% | +2.0% |
| 1Y | +4.4% | -19.1% | +23.5% | +5.9% |
| All | +4.4% | -18.9% | +23.3% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling