-0.8%
IP vs AU
+42.6%
-43.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.0% | -4.2% | -0.1% |
| 7D | -5.1% | +16.5% | -21.6% | -7.8% |
| 30D | +8.5% | +3.3% | +5.3% | +7.6% |
| 3M | -13.8% | +6.8% | -20.7% | -15.4% |
| 6M | +5.7% | -3.9% | +9.7% | +4.6% |
| YTD | -9.1% | +12.9% | -22.1% | -12.1% |
| 1Y | -0.8% | +43.5% | -44.3% | -6.9% |
| All | -0.8% | +42.6% | -43.5% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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