+23.9%
IP vs AU
+625.0%
-601.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.4% |
| 7D | -5.3% | -3.6% | -1.6% | -5.0% |
| 30D | -10.9% | +23.9% | -34.7% | -12.3% |
| 3M | +11.2% | +19.1% | -7.9% | +9.3% |
| 6M | -10.2% | -0.2% | -10.1% | -11.6% |
| YTD | -2.0% | +32.5% | -34.4% | -3.8% |
| 1Y | -19.1% | +96.9% | -116.0% | -20.7% |
| All | +23.9% | +625.0% | -601.0% | +11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling