+519.6%
F vs IP
+345.0%
+174.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.2% |
| 7D | +6.0% | +3.4% | +2.6% | +4.4% |
| 30D | +4.3% | +11.2% | -7.0% | -0.8% |
| 3M | -10.1% | -14.8% | +4.7% | -3.3% |
| 6M | +12.8% | +17.3% | -4.5% | +3.2% |
| YTD | -0.1% | -6.2% | +6.1% | -0.3% |
| 1Y | +3.7% | +2.3% | +1.3% | -0.9% |
| 3Y | +42.7% | +17.7% | +25.0% | +21.1% |
| 5Y | -11.0% | -8.4% | -2.6% | -14.7% |
| 10Y | +87.0% | +32.1% | +55.0% | +46.8% |
| All | +519.6% | +345.0% | +174.7% | +111.4% |
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