+23.9%
IP vs A
+26.9%
-3.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.0% |
| 7D | -5.3% | -1.9% | -3.3% | -4.5% |
| 30D | -10.9% | +6.9% | -17.8% | -13.1% |
| 3M | +11.2% | +9.2% | +1.9% | +7.3% |
| 6M | -10.2% | +25.7% | -35.9% | -18.3% |
| YTD | -2.0% | +11.5% | -13.5% | -6.8% |
| 1Y | -19.1% | +18.4% | -37.5% | -24.8% |
| All | +23.9% | +26.9% | -3.0% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling