-16.1%
IP vs CG
+10.1%
-26.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.8% |
| 7D | -5.3% | -4.3% | -0.9% | -3.8% |
| 30D | -10.9% | -5.1% | -5.8% | -9.3% |
| 3M | +11.2% | +8.7% | +2.5% | +7.7% |
| 6M | -10.2% | -9.2% | -1.0% | -7.8% |
| YTD | -2.0% | -18.9% | +16.9% | +4.2% |
| 1Y | -19.1% | -25.6% | +6.5% | -11.7% |
| 3Y | +20.9% | +57.3% | -36.4% | 0.0% |
| All | -16.1% | +10.1% | -26.2% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling