+142.7%
EXE vs IP
-3.6%
+146.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -1.7% |
| 7D | -5.6% | -5.0% | -0.7% | -4.9% |
| 30D | -3.3% | +6.5% | -9.8% | -4.3% |
| 3M | -5.5% | -18.0% | +12.6% | -2.7% |
| 6M | -13.4% | +10.3% | -23.7% | -16.0% |
| YTD | -21.3% | -9.9% | -11.4% | -21.4% |
| 1Y | -20.7% | -1.1% | -19.6% | -22.6% |
| 3Y | +3.9% | +13.0% | -9.1% | -11.8% |
| 5Y | +63.7% | -12.3% | +76.0% | +53.2% |
| All | +142.7% | -3.6% | +146.3% | +125.2% |
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