+41.8%
IP vs AR
-32.8%
+74.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.1% | -3.6% |
| 7D | -5.0% | -11.7% | +6.7% | -3.5% |
| 30D | +6.5% | +1.8% | +4.7% | +6.1% |
| 3M | -18.0% | +6.0% | -24.0% | -18.9% |
| 6M | +10.3% | -7.0% | +17.3% | +10.6% |
| YTD | -9.9% | +5.6% | -15.5% | -11.8% |
| 1Y | -1.1% | +10.8% | -11.9% | -3.9% |
| 3Y | +13.0% | +19.3% | -6.3% | +6.2% |
| 5Y | -12.3% | +73.3% | -85.6% | -24.1% |
| 10Y | +26.8% | +47.6% | -20.7% | -7.5% |
| All | +41.8% | -32.8% | +74.6% | +7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling