+117.9%
IP vs CAPR
-99.1%
+217.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.3% | -6.7% | +1.4% |
| 7D | +3.4% | +43.2% | -39.8% | +2.9% |
| 30D | +11.2% | +14.7% | -3.4% | +11.0% |
| 3M | -14.8% | +113.9% | -128.7% | -15.9% |
| 6M | +17.3% | -73.4% | +90.7% | +18.1% |
| YTD | -6.2% | -69.1% | +62.9% | -5.8% |
| 1Y | +2.3% | +47.2% | -44.9% | -2.6% |
| 3Y | +17.7% | +210.8% | -193.1% | +9.1% |
| 5Y | -8.4% | +134.1% | -142.5% | -15.5% |
| 10Y | +32.1% | -67.3% | +99.4% | +17.2% |
| All | +117.9% | -99.1% | +217.0% | +83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling