+61.3%
EXE vs IP
-12.0%
+73.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | -6.6% | -5.1% | -1.5% | -6.0% |
| 30D | -4.0% | +8.5% | -12.5% | -5.1% |
| 3M | -7.5% | -13.8% | +6.4% | -5.8% |
| 6M | -11.7% | +5.7% | -17.4% | -13.2% |
| YTD | -22.0% | -9.1% | -12.9% | -22.1% |
| 1Y | -21.8% | -0.8% | -21.0% | -23.4% |
| 3Y | +8.0% | +14.8% | -6.8% | -7.9% |
| All | +61.3% | -12.0% | +73.3% | +53.5% |
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