-16.1%
IP vs AU
+668.7%
-684.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.4% |
| 3M | +11.2% | +19.1% | -7.9% | +9.3% |
| 6M | -10.2% | -0.2% | -10.1% | -11.2% |
| YTD | -2.0% | +32.5% | -34.4% | -4.4% |
| 1Y | -19.1% | +96.9% | -116.0% | -22.6% |
| 3Y | +20.9% | +614.7% | -593.9% | +3.4% |
| All | -16.1% | +668.7% | -684.8% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling