+319.9%
IP vs CAG
+614.4%
-294.5%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.7% | -6.7% | -4.8% |
| 7D | -5.0% | +11.4% | -16.3% | -8.2% |
| 30D | +6.5% | +16.7% | -10.1% | +1.2% |
| 3M | -18.0% | +4.5% | -22.6% | -19.5% |
| 6M | +10.3% | +13.3% | -3.0% | +5.2% |
| YTD | -9.9% | -4.2% | -5.7% | -9.7% |
| 1Y | -1.1% | -2.9% | +1.9% | -1.2% |
| 3Y | +13.0% | -33.2% | +46.2% | +24.8% |
| 5Y | -12.3% | -38.4% | +26.1% | -1.5% |
| 10Y | +26.8% | -36.4% | +63.2% | +34.2% |
| All | +319.9% | +614.4% | -294.5% | +110.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling