+31.0%
F vs IP
-18.9%
+49.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +0.9% |
| 7D | +5.3% | -5.3% | +10.6% | +6.8% |
| 30D | +4.6% | -10.9% | +15.4% | +7.7% |
| 3M | -3.7% | +11.2% | -14.8% | -6.8% |
| 6M | +16.8% | -10.2% | +27.0% | +18.2% |
| YTD | +15.3% | -2.0% | +17.3% | +14.1% |
| 1Y | +31.0% | -19.1% | +50.1% | +31.3% |
| All | +31.0% | -18.9% | +49.9% | +31.3% |
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