-1.1%
IP vs A
+20.9%
-22.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.0% | -0.9% | -2.9% |
| 7D | -5.0% | -5.2% | +0.2% | -3.3% |
| 30D | +6.5% | +1.4% | +5.1% | +5.9% |
| 3M | -18.0% | +21.9% | -40.0% | -23.9% |
| 6M | +10.3% | +46.7% | -36.3% | -4.2% |
| YTD | -9.9% | +27.2% | -37.1% | -17.2% |
| 1Y | -1.1% | +17.9% | -19.0% | -3.7% |
| All | -1.1% | +20.9% | -22.0% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling