-35.3%
INIO vs BG
-2.6%
-32.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.4% | +0.7% | +5.5% |
| 7D | +12.1% | +2.4% | +9.7% | +12.1% |
| 30D | -20.2% | +15.0% | -35.3% | -18.8% |
| 3M | -35.3% | -0.7% | -34.6% | -37.9% |
| All | -35.3% | -2.6% | -32.7% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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 · Available span rolling