-19.1%
IP vs CF
+62.4%
-81.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.4% | +1.6% |
| 7D | -5.3% | +6.0% | -11.3% | -4.3% |
| 30D | -10.9% | +14.8% | -25.7% | -8.7% |
| 3M | +11.2% | +14.1% | -2.9% | +13.9% |
| 6M | -10.2% | +28.5% | -38.8% | -11.6% |
| YTD | -2.0% | +74.9% | -76.9% | -13.4% |
| 1Y | -19.1% | +61.7% | -80.8% | -27.8% |
| All | -19.1% | +62.4% | -81.5% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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