+43.8%
EXC vs IP
-12.0%
+55.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.1% |
| 7D | -1.2% | -5.1% | +3.9% | -0.6% |
| 30D | +10.0% | +8.5% | +1.4% | +8.9% |
| 3M | +1.6% | -13.8% | +15.5% | +3.2% |
| 6M | +3.3% | +5.7% | -2.5% | +2.1% |
| YTD | +7.6% | -9.1% | +16.7% | +7.7% |
| 1Y | +3.5% | -0.8% | +4.3% | +2.3% |
| 3Y | +27.7% | +14.8% | +12.9% | +13.9% |
| All | +43.8% | -12.0% | +55.8% | +37.7% |
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