+54.2%
IP vs AR
-27.2%
+81.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | -5.3% | +2.5% | -7.8% | -5.6% |
| 30D | -10.9% | +14.8% | -25.7% | -12.5% |
| 3M | +11.2% | +6.2% | +4.9% | +9.9% |
| 6M | -10.2% | +4.3% | -14.5% | -11.5% |
| YTD | -2.0% | +14.4% | -16.4% | -4.9% |
| 1Y | -19.1% | +21.3% | -40.4% | -22.3% |
| 3Y | +20.9% | +39.8% | -19.0% | +11.2% |
| 5Y | -17.8% | +142.1% | -159.9% | -32.1% |
| 10Y | +23.5% | +52.0% | -28.5% | -10.2% |
| All | +54.2% | -27.2% | +81.4% | +16.1% |
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