+180.4%
IP vs CF
+5,948.3%
-5,767.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.4% | +3.1% |
| 7D | -5.3% | +6.0% | -11.3% | -7.1% |
| 30D | -10.9% | +14.8% | -25.7% | -14.8% |
| 3M | +11.2% | +14.1% | -2.9% | +5.9% |
| 6M | -10.2% | +28.5% | -38.8% | -20.1% |
| YTD | -2.0% | +74.9% | -76.9% | -21.0% |
| 1Y | -19.1% | +61.7% | -80.8% | -33.4% |
| 3Y | +20.9% | +80.3% | -59.5% | -6.9% |
| 5Y | -17.8% | +226.0% | -243.8% | -51.3% |
| 10Y | +23.5% | +569.9% | -546.3% | -46.6% |
| All | +180.4% | +5,948.3% | -5,767.9% | -43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling