-2.8%
IP vs ATI
+85.0%
-87.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.8% |
| 7D | 0.0% | +1.3% | -1.3% | -0.3% |
| 30D | +9.4% | -4.8% | +14.1% | +10.4% |
| 3M | -14.1% | -19.9% | +5.9% | -8.8% |
| 6M | +9.2% | +15.4% | -6.2% | -0.3% |
| YTD | -7.5% | +59.2% | -66.8% | -27.2% |
| 1Y | -2.8% | +86.3% | -89.1% | -31.0% |
| All | -2.8% | +85.0% | -87.8% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 1y: compounded portfolio wealth divided by compounded ATI 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…
1y analysis · Full analysis span regression · 6 months rolling