-12.3%
IP vs A
+13.7%
-26.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.0% | -0.9% | -2.8% |
| 7D | -5.0% | -5.2% | +0.2% | -3.1% |
| 30D | +6.5% | +1.4% | +5.1% | +5.8% |
| 3M | -18.0% | +21.9% | -40.0% | -24.3% |
| 6M | +10.3% | +46.7% | -36.3% | -5.6% |
| YTD | -9.9% | +27.2% | -37.1% | -18.9% |
| 1Y | -1.1% | +17.9% | -19.0% | -8.2% |
| 3Y | +13.0% | +61.1% | -48.1% | -9.6% |
| 5Y | -12.3% | +13.8% | -26.1% | -26.2% |
| All | -12.3% | +13.7% | -26.0% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling