+2.3%
IP vs AUR
-17.4%
+19.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.4% | +6.0% | +1.8% |
| 7D | +3.4% | -19.8% | +23.2% | +5.0% |
| 30D | +11.2% | -29.0% | +40.3% | +14.0% |
| 3M | -14.8% | -43.6% | +28.8% | -11.3% |
| 6M | +17.3% | -36.6% | +53.9% | +21.0% |
| YTD | -6.2% | +6.3% | -12.4% | -9.6% |
| 1Y | +2.3% | -9.0% | +11.4% | +0.8% |
| All | +2.3% | -17.4% | +19.8% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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