+100.9%
IP vs ATI
+1,117.2%
-1,016.3%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.0% | -0.8% | +1.3% |
| 7D | -5.3% | -0.1% | -5.2% | -5.2% |
| 30D | -10.9% | +2.7% | -13.6% | -11.9% |
| 3M | +11.2% | +16.3% | -5.1% | +5.2% |
| 6M | -10.2% | +30.2% | -40.4% | -18.4% |
| YTD | -2.0% | +83.6% | -85.5% | -20.1% |
| 1Y | -19.1% | +173.0% | -192.1% | -42.3% |
| 3Y | +20.9% | +356.6% | -335.8% | -29.9% |
| 5Y | -17.8% | +1,074.2% | -1,092.0% | -66.5% |
| 10Y | +23.5% | +1,136.2% | -1,112.7% | -59.2% |
| All | +100.9% | +1,117.2% | -1,016.3% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling