+78.9%
IP vs A
+555.2%
-476.2%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.2% |
| 7D | +3.4% | -2.4% | +5.8% | +4.1% |
| 30D | +11.2% | +3.6% | +7.6% | +9.9% |
| 3M | -14.8% | +27.5% | -42.2% | -21.2% |
| 6M | +17.3% | +58.5% | -41.2% | +0.9% |
| YTD | -6.2% | +31.2% | -37.4% | -14.7% |
| 1Y | +2.3% | +22.2% | -19.9% | -4.8% |
| 3Y | +17.7% | +66.2% | -48.5% | -1.8% |
| 5Y | -8.4% | +16.5% | -24.9% | -16.2% |
| 10Y | +32.1% | +332.0% | -299.9% | -17.9% |
| All | +78.9% | +555.2% | -476.2% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling