+2,485.9%
EXC vs IP
+345.0%
+2,141.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.3% |
| 7D | +3.3% | +3.4% | -0.1% | +2.6% |
| 30D | +13.3% | +11.2% | +2.0% | +10.7% |
| 3M | +1.8% | -14.8% | +16.6% | +5.0% |
| 6M | +1.1% | +17.3% | -16.2% | -3.2% |
| YTD | +9.0% | -6.2% | +15.2% | +8.5% |
| 1Y | +3.4% | +2.3% | +1.0% | +0.8% |
| 3Y | +27.7% | +17.7% | +10.0% | +16.6% |
| 5Y | +43.1% | -8.4% | +51.6% | +36.7% |
| 10Y | +182.0% | +32.1% | +149.9% | +141.7% |
| All | +2,485.9% | +345.0% | +2,141.0% | +1,356.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling