-2.8%
IP vs AUR
+0.7%
-3.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | -1.0% |
| 7D | 0.0% | +6.6% | -6.5% | -0.5% |
| 30D | +9.4% | -22.0% | +31.3% | +11.3% |
| 3M | -14.1% | -34.8% | +20.8% | -11.5% |
| 6M | +9.2% | -35.7% | +44.9% | +12.3% |
| YTD | -7.5% | +18.5% | -26.0% | -11.6% |
| 1Y | -2.8% | +4.4% | -7.2% | -5.6% |
| All | -2.8% | +0.7% | -3.5% | -5.6% |
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