+23.7%
IP vs BG
+4.1%
+19.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.9% |
| 7D | 0.0% | +5.0% | -4.9% | -0.6% |
| 30D | +9.4% | -3.2% | +12.6% | +9.8% |
| 3M | -14.1% | -11.2% | -2.9% | -12.8% |
| 6M | +9.2% | -19.4% | +28.6% | +12.6% |
| YTD | -7.5% | +13.6% | -21.2% | -13.2% |
| 1Y | -2.8% | +7.3% | -10.1% | -7.5% |
| All | +23.7% | +4.1% | +19.6% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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