+22.0%
IP vs AS
+120.4%
-98.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.6% | -1.4% | +1.4% |
| 7D | -5.3% | -4.9% | -0.4% | -4.2% |
| 30D | -10.9% | -19.6% | +8.7% | -6.4% |
| 3M | +11.2% | -14.4% | +25.6% | +15.1% |
| 6M | -10.2% | -20.1% | +9.9% | -6.1% |
| YTD | -2.0% | -20.9% | +19.0% | +2.6% |
| 1Y | -19.1% | -21.9% | +2.8% | -15.4% |
| All | +22.0% | +120.4% | -98.4% | +14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling