-23.6%
EXE vs IP
-4.7%
-18.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.7% |
| 7D | +1.5% | -2.8% | +4.3% | +1.3% |
| 30D | -0.2% | +9.2% | -9.4% | +0.5% |
| 3M | -9.2% | -16.1% | +6.9% | -10.3% |
| 6M | -7.2% | +9.6% | -16.8% | -6.2% |
| YTD | -18.3% | -8.8% | -9.5% | -19.1% |
| 1Y | -23.6% | -5.5% | -18.1% | -25.4% |
| All | -23.6% | -4.7% | -18.9% | -25.4% |
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 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