-0.8%
F vs IP
-0.2%
-0.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -1.0% |
| 7D | +1.6% | -5.1% | +6.6% | +3.3% |
| 30D | +2.6% | +8.5% | -5.9% | 0.0% |
| 3M | -8.8% | -13.8% | +5.0% | -4.7% |
| 6M | +4.6% | +5.7% | -1.1% | +2.0% |
| YTD | -1.9% | -9.1% | +7.2% | -1.7% |
| 1Y | -0.8% | -0.8% | +0.1% | -5.5% |
| All | -0.8% | -0.2% | -0.5% | -5.5% |
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 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