+228.6%
FANG vs IP
-17.2%
+245.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.3% |
| 7D | +0.8% | -5.3% | +6.0% | +1.9% |
| 30D | +7.6% | -10.9% | +18.5% | +10.2% |
| 3M | -1.3% | +11.2% | -12.5% | -5.3% |
| 6M | +14.7% | -10.2% | +24.9% | +16.5% |
| YTD | +34.8% | -2.0% | +36.8% | +32.1% |
| 1Y | +42.9% | -19.1% | +62.0% | +49.1% |
| 3Y | +43.8% | +20.9% | +22.9% | +24.0% |
| All | +228.6% | -17.2% | +245.8% | +257.4% |
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 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