-12.4%
IP vs CAPR
+142.6%
-155.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.8% | +0.8% |
| 7D | -5.1% | +41.1% | -46.1% | -5.5% |
| 30D | +8.5% | +11.1% | -2.6% | +8.3% |
| 3M | -13.8% | +115.3% | -129.1% | -14.9% |
| 6M | +5.7% | -73.8% | +79.6% | +6.5% |
| YTD | -9.1% | -68.8% | +59.7% | -8.8% |
| 1Y | -0.8% | +43.3% | -44.1% | -5.8% |
| 3Y | +14.8% | +214.7% | -199.9% | +2.6% |
| All | -12.4% | +142.6% | -155.0% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 5y: compounded portfolio wealth divided by compounded CAPR 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…
5y analysis · Full analysis span regression · 6 months rolling