-19.1%
IP vs CART
+14.4%
-33.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.2% |
| 7D | -5.3% | +1.0% | -6.3% | -5.3% |
| 30D | -10.9% | +12.6% | -23.5% | -11.0% |
| 3M | +11.2% | +23.1% | -12.0% | +11.1% |
| 6M | -10.2% | +39.5% | -49.8% | -11.0% |
| YTD | -2.0% | +13.5% | -15.5% | -1.6% |
| 1Y | -19.1% | +14.9% | -34.0% | -22.7% |
| All | -19.1% | +14.4% | -33.5% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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