+1,239.1%
FANG vs IP
+80.0%
+1,159.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -1.7% |
| 7D | -10.8% | -3.0% | -7.8% | -9.6% |
| 30D | -7.3% | +10.6% | -17.9% | -11.7% |
| 3M | -4.7% | -13.6% | +8.9% | +0.8% |
| 6M | -4.5% | +10.4% | -15.0% | -12.7% |
| YTD | +20.5% | -6.5% | +27.0% | +16.2% |
| 1Y | +27.0% | -2.1% | +29.1% | +19.0% |
| 3Y | +27.8% | +22.0% | +5.8% | -2.6% |
| 5Y | +94.0% | -9.7% | +103.7% | +72.6% |
| 10Y | +138.7% | +26.8% | +111.9% | +70.8% |
| All | +1,239.1% | +80.0% | +1,159.1% | +692.4% |
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