+615.0%
F vs IP
+364.8%
+250.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +0.4% |
| 7D | +5.3% | -5.3% | +10.6% | +7.9% |
| 30D | +4.6% | -10.9% | +15.4% | +10.2% |
| 3M | -3.7% | +11.2% | -14.8% | -9.4% |
| 6M | +16.8% | -10.2% | +27.0% | +20.0% |
| YTD | +15.3% | -2.0% | +17.3% | +12.9% |
| 1Y | +31.0% | -19.1% | +50.1% | +38.9% |
| 3Y | +45.4% | +20.9% | +24.6% | +21.8% |
| 5Y | +54.7% | -17.8% | +72.5% | +55.9% |
| 10Y | +98.2% | +23.5% | +74.7% | +60.1% |
| All | +615.0% | +364.8% | +250.2% | +139.3% |
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 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