+12.8%
F vs IP
+12.9%
-0.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.4% |
| 7D | +6.0% | +3.4% | +2.6% | +4.8% |
| 30D | +4.3% | +11.2% | -7.0% | +0.4% |
| 3M | -10.1% | -14.8% | +4.7% | -5.8% |
| 6M | +12.8% | +17.3% | -4.5% | +6.8% |
| All | +12.8% | +12.9% | -0.1% | +6.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling