+13.8%
IP vs CG
+48.3%
-34.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.5% | +2.6% | -1.4% |
| 7D | -5.0% | -1.5% | -3.5% | -4.4% |
| 30D | +6.5% | +2.8% | +3.8% | +5.3% |
| 3M | -18.0% | -19.2% | +1.2% | -11.3% |
| 6M | +10.3% | -21.0% | +31.3% | +20.0% |
| YTD | -9.9% | -31.0% | +21.1% | +2.5% |
| 1Y | -1.1% | -21.1% | +20.0% | +6.7% |
| All | +13.8% | +48.3% | -34.4% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 3y: compounded portfolio wealth divided by compounded CG 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…
3y analysis · Full analysis span regression · 6 months rolling