-18.3%
IP vs AU
+79.6%
-97.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.8% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | -11.2% | +12.8% | -24.0% | -13.1% |
| 3M | +12.3% | +28.5% | -16.1% | +7.3% |
| 6M | -5.2% | +4.8% | -10.1% | -8.5% |
| YTD | -4.0% | +31.0% | -34.9% | -7.9% |
| All | -18.3% | +79.6% | -97.9% | -18.9% |
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