+245.7%
IP vs CAKE
+4,148.1%
-3,902.3%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.9% | -1.0% | +1.9% |
| 7D | -3.0% | -1.8% | -1.3% | -2.6% |
| 30D | +10.6% | +2.3% | +8.3% | +9.9% |
| 3M | -13.6% | +3.9% | -17.5% | -14.8% |
| 6M | +10.4% | +81.4% | -70.9% | -6.5% |
| YTD | -6.5% | +122.5% | -129.0% | -25.2% |
| 1Y | -2.1% | +138.1% | -140.2% | -23.1% |
| 3Y | +22.0% | +288.0% | -266.0% | -16.9% |
| 5Y | -9.7% | +174.9% | -184.6% | -35.0% |
| 10Y | +26.8% | +144.3% | -117.5% | -17.0% |
| All | +245.7% | +4,148.1% | -3,902.3% | +45.8% |
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