+23.9%
IP vs AR
+40.7%
-16.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.2% |
| 7D | -5.3% | +2.5% | -7.8% | -5.4% |
| 30D | -10.9% | +14.8% | -25.7% | -11.4% |
| 3M | +11.2% | +6.2% | +4.9% | +10.9% |
| 6M | -10.2% | +4.3% | -14.5% | -10.8% |
| YTD | -2.0% | +14.4% | -16.4% | -3.8% |
| 1Y | -19.1% | +21.3% | -40.4% | -21.3% |
| All | +23.9% | +40.7% | -16.8% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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