+178.5%
EXE vs IP
+4.9%
+173.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.3% | -1.5% |
| 7D | -0.3% | -5.3% | +5.0% | +0.6% |
| 30D | +8.5% | -10.9% | +19.3% | +10.3% |
| 3M | +5.5% | +11.2% | -5.7% | +2.8% |
| 6M | -5.9% | -10.2% | +4.3% | -4.6% |
| YTD | -9.7% | -2.0% | -7.7% | -10.8% |
| 1Y | +3.6% | -19.1% | +22.7% | +6.8% |
| 3Y | +18.0% | +20.9% | -2.8% | -0.4% |
| 5Y | +109.4% | -17.8% | +127.2% | +108.1% |
| All | +178.5% | +4.9% | +173.6% | +155.5% |
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 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