+27.8%
FANG vs IP
+20.2%
+7.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.8% |
| 7D | -10.8% | -3.0% | -7.8% | -10.5% |
| 30D | -7.3% | +10.6% | -17.9% | -8.4% |
| 3M | -4.7% | -13.6% | +8.9% | -3.1% |
| 6M | -4.5% | +10.4% | -15.0% | -7.4% |
| YTD | +20.5% | -6.5% | +27.0% | +20.1% |
| 1Y | +27.0% | -2.1% | +29.1% | +24.8% |
| 3Y | +27.8% | +22.0% | +5.8% | +25.0% |
| All | +27.8% | +20.2% | +7.6% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling