+13.8%
IP vs ATI
+303.0%
-289.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.0% | +2.0% | -2.6% |
| 7D | -5.0% | -3.8% | -1.2% | -4.2% |
| 30D | +6.5% | -13.5% | +20.1% | +9.9% |
| 3M | -18.0% | -17.9% | -0.1% | -14.8% |
| 6M | +10.3% | +8.4% | +2.0% | +6.2% |
| YTD | -9.9% | +46.7% | -56.6% | -19.6% |
| 1Y | -1.1% | +74.5% | -75.5% | -15.3% |
| All | +13.8% | +303.0% | -289.2% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling