-19.1%
IP vs CAKE
+76.8%
-95.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | -5.3% | -4.0% | -1.3% | -3.9% |
| 30D | -10.9% | +2.4% | -13.3% | -11.8% |
| 3M | +11.2% | +69.0% | -57.8% | -11.2% |
| 6M | -10.2% | +69.3% | -79.5% | -28.8% |
| YTD | -2.0% | +115.8% | -117.8% | -33.0% |
| 1Y | -19.1% | +79.3% | -98.4% | -41.2% |
| All | -19.1% | +76.8% | -95.9% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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