-19.1%
IP vs BR
-29.1%
+10.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.4% | +5.6% | +3.2% |
| 7D | -5.3% | -5.3% | 0.0% | -3.7% |
| 30D | -10.9% | +6.4% | -17.3% | -12.8% |
| 3M | +11.2% | +13.6% | -2.5% | +5.9% |
| 6M | -10.2% | -6.7% | -3.5% | -10.9% |
| YTD | -2.0% | -21.1% | +19.1% | +8.3% |
| 1Y | -19.1% | -29.6% | +10.5% | -9.0% |
| All | -19.1% | -29.1% | +10.0% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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