+47.6%
IP vs AR
-30.9%
+78.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.3% | +7.8% | +2.3% |
| 7D | +3.4% | -11.1% | +14.5% | +4.9% |
| 30D | +11.2% | +7.9% | +3.3% | +10.0% |
| 3M | -14.8% | +4.9% | -19.7% | -15.6% |
| 6M | +17.3% | -5.3% | +22.6% | +17.3% |
| YTD | -6.2% | +8.6% | -14.8% | -8.5% |
| 1Y | +2.3% | +13.7% | -11.3% | -1.0% |
| 3Y | +17.7% | +22.8% | -5.1% | +10.2% |
| 5Y | -8.4% | +82.0% | -90.4% | -21.3% |
| 10Y | +32.1% | +51.8% | -19.8% | -4.0% |
| All | +47.6% | -30.9% | +78.5% | +11.6% |
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