+19.4%
IP vs CART
+41.0%
-21.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.4% |
| 7D | +3.4% | +1.4% | +2.0% | +3.3% |
| 30D | +11.2% | +29.7% | -18.4% | +8.9% |
| 3M | -14.8% | +29.7% | -44.5% | -16.6% |
| 6M | +17.3% | +36.8% | -19.5% | +14.0% |
| YTD | -6.2% | +31.7% | -37.8% | -8.6% |
| 1Y | +2.3% | +62.4% | -60.0% | -2.9% |
| 3Y | +17.7% | +120.1% | -102.4% | +7.0% |
| All | +19.4% | +41.0% | -21.6% | +10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling