-11.0%
F vs IP
-10.3%
-0.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.3% |
| 7D | +6.0% | +3.4% | +2.6% | +4.5% |
| 30D | +4.3% | +11.2% | -7.0% | -0.6% |
| 3M | -10.1% | -14.8% | +4.7% | -3.7% |
| 6M | +12.8% | +17.3% | -4.5% | +3.4% |
| YTD | -0.1% | -6.2% | +6.1% | -0.2% |
| 1Y | +3.7% | +2.3% | +1.3% | -1.1% |
| 3Y | +42.7% | +17.7% | +25.0% | +9.5% |
| 5Y | -11.0% | -8.4% | -2.6% | -13.9% |
| All | -11.0% | -10.3% | -0.7% | -13.9% |
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