+2.3%
IP vs CF
+35.9%
-33.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.4% | +5.9% | +0.7% |
| 7D | +3.4% | -6.9% | +10.3% | +2.1% |
| 30D | +11.2% | -3.7% | +15.0% | +10.6% |
| 3M | -14.8% | -5.0% | -9.8% | -15.3% |
| 6M | +17.3% | -10.5% | +27.8% | +15.8% |
| YTD | -6.2% | +46.5% | -52.7% | -20.9% |
| 1Y | +2.3% | +34.8% | -32.5% | -10.8% |
| All | +2.3% | +35.9% | -33.6% | -10.8% |
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