+106.6%
EXE vs IP
-17.2%
+123.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.3% | -1.5% |
| 7D | -0.3% | -5.3% | +5.0% | +0.5% |
| 30D | +8.5% | -10.9% | +19.3% | +10.1% |
| 3M | +5.5% | +11.2% | -5.7% | +3.1% |
| 6M | -5.9% | -10.2% | +4.3% | -4.6% |
| YTD | -9.7% | -2.0% | -7.7% | -10.7% |
| 1Y | +3.6% | -19.1% | +22.7% | +6.7% |
| 3Y | +18.0% | +20.9% | -2.8% | +0.2% |
| All | +106.6% | -17.2% | +123.8% | +110.6% |
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