-8.4%
IP vs AR
+73.2%
-81.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.3% | +7.8% | +2.2% |
| 7D | +3.4% | -11.1% | +14.5% | +4.7% |
| 30D | +11.2% | +7.9% | +3.3% | +10.1% |
| 3M | -14.8% | +4.9% | -19.7% | -15.5% |
| 6M | +17.3% | -5.3% | +22.6% | +17.4% |
| YTD | -6.2% | +8.6% | -14.8% | -8.6% |
| 1Y | +2.3% | +13.7% | -11.3% | -1.1% |
| 3Y | +17.7% | +22.8% | -5.1% | +9.7% |
| 5Y | -8.4% | +82.0% | -90.4% | -17.2% |
| All | -8.4% | +73.2% | -81.6% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling