-12.4%
IP vs BR
+19.3%
-31.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.7% | +1.6% |
| 7D | -5.1% | +6.5% | -11.5% | -7.6% |
| 30D | +8.5% | +18.9% | -10.4% | +0.9% |
| 3M | -13.8% | +16.3% | -30.1% | -19.4% |
| 6M | +5.7% | +26.2% | -20.5% | -4.9% |
| YTD | -9.1% | -13.1% | +4.0% | -4.3% |
| 1Y | -0.8% | -10.5% | +9.6% | +3.1% |
| 3Y | +14.8% | +13.3% | +1.4% | +7.0% |
| All | -12.4% | +19.3% | -31.6% | -23.6% |
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