+236.0%
IP vs CAKE
+3,987.3%
-3,751.3%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +1.8% |
| 7D | -5.1% | -5.2% | +0.2% | -3.7% |
| 30D | +8.5% | -0.2% | +8.7% | +8.5% |
| 3M | -13.8% | -0.2% | -13.6% | -14.1% |
| 6M | +5.7% | +77.5% | -71.7% | -10.0% |
| YTD | -9.1% | +114.1% | -123.2% | -26.6% |
| 1Y | -0.8% | +131.6% | -132.4% | -21.5% |
| 3Y | +14.8% | +271.4% | -256.6% | -20.9% |
| 5Y | -11.5% | +157.5% | -169.1% | -35.3% |
| 10Y | +27.9% | +153.3% | -125.4% | -16.9% |
| All | +236.0% | +3,987.3% | -3,751.3% | +43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling