+17.3%
IP vs A
+56.7%
-39.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.2% |
| 7D | +3.4% | -2.4% | +5.8% | +4.2% |
| 30D | +11.2% | +3.6% | +7.6% | +9.8% |
| 3M | -14.8% | +27.5% | -42.2% | -21.7% |
| 6M | +17.3% | +58.5% | -41.2% | +1.3% |
| All | +17.3% | +56.7% | -39.4% | +1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling