+13.8%
IP vs CAG
-32.9%
+46.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.7% | -6.7% | -4.7% |
| 7D | -5.0% | +11.4% | -16.3% | -7.7% |
| 30D | +6.5% | +16.7% | -10.1% | +2.0% |
| 3M | -18.0% | +4.5% | -22.6% | -19.2% |
| 6M | +10.3% | +13.3% | -3.0% | +6.2% |
| YTD | -9.9% | -4.2% | -5.7% | -9.1% |
| 1Y | -1.1% | -2.9% | +1.9% | -0.5% |
| All | +13.8% | -32.9% | +46.7% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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