-13.6%
IP vs BR
+18.8%
-32.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.2% |
| 7D | -0.3% | +1.1% | -1.4% | -0.7% |
| 30D | +7.9% | +14.4% | -6.4% | +2.0% |
| 3M | -15.3% | +12.4% | -27.7% | -19.6% |
| 6M | +10.5% | +35.4% | -24.9% | -3.6% |
| YTD | -9.4% | -12.2% | +2.8% | -4.9% |
| 1Y | -4.6% | -12.7% | +8.1% | +0.4% |
| 3Y | +21.2% | +14.3% | +7.0% | +12.6% |
| All | -13.6% | +18.8% | -32.4% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling