+84.7%
IP vs ATI
+872.7%
-788.0%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.0% | +2.0% | -2.1% |
| 7D | -5.0% | -3.8% | -1.2% | -4.0% |
| 30D | +6.5% | -13.5% | +20.1% | +10.9% |
| 3M | -18.0% | -17.9% | -0.1% | -13.9% |
| 6M | +10.3% | +8.4% | +2.0% | +5.7% |
| YTD | -9.9% | +46.7% | -56.6% | -21.9% |
| 1Y | -1.1% | +74.5% | -75.5% | -18.8% |
| 3Y | +13.0% | +303.7% | -290.7% | -32.3% |
| 5Y | -12.3% | +848.9% | -861.2% | -61.8% |
| 10Y | +26.8% | +1,089.7% | -1,062.8% | -57.6% |
| All | +84.7% | +872.7% | -788.0% | -52.8% |
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