+2,340.5%
EXC vs IP
+364.8%
+1,975.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.5% |
| 7D | -0.7% | -5.3% | +4.6% | +0.4% |
| 30D | -4.6% | -10.9% | +6.2% | -2.5% |
| 3M | -2.2% | +11.2% | -13.4% | -5.0% |
| 6M | -10.6% | -10.2% | -0.3% | -9.7% |
| YTD | +1.9% | -2.0% | +3.9% | +0.7% |
| 1Y | +3.4% | -19.1% | +22.5% | +5.9% |
| 3Y | +22.2% | +20.9% | +1.4% | +11.2% |
| 5Y | +46.7% | -17.8% | +64.5% | +43.7% |
| 10Y | +155.3% | +23.5% | +131.8% | +121.9% |
| All | +2,340.5% | +364.8% | +1,975.7% | +1,264.7% |
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 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