+14.8%
IP vs CG
+47.3%
-32.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | -5.1% | -1.2% | -3.9% | -4.6% |
| 30D | +8.5% | +5.0% | +3.5% | +6.4% |
| 3M | -13.8% | -18.2% | +4.4% | -7.2% |
| 6M | +5.7% | -20.7% | +26.5% | +14.9% |
| YTD | -9.1% | -31.4% | +22.3% | +3.6% |
| 1Y | -0.8% | -22.3% | +21.4% | +7.5% |
| 3Y | +14.8% | +50.2% | -35.4% | -5.8% |
| All | +14.8% | +47.3% | -32.5% | -5.8% |
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