+17.3%
IP vs AS
-8.6%
+25.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.1% | -3.6% | -1.2% |
| 7D | +3.4% | +13.8% | -10.4% | -3.6% |
| 30D | +11.2% | +16.7% | -5.4% | +2.3% |
| 3M | -14.8% | -11.5% | -3.3% | -8.2% |
| 6M | +17.3% | -5.5% | +22.8% | +19.8% |
| All | +17.3% | -8.6% | +25.8% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 6mo: compounded portfolio wealth divided by compounded AS 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…
6mo analysis · Full analysis span regression · 6 months rolling