-11.5%
IP vs CG
-16.5%
+5.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.6% |
| 7D | 0.0% | +2.0% | -1.9% | -0.7% |
| 30D | +9.4% | +8.5% | +0.8% | +6.1% |
| 3M | -14.1% | -12.1% | -1.9% | -10.3% |
| 6M | +9.2% | -16.4% | +25.6% | +15.7% |
| YTD | -7.5% | -28.0% | +20.4% | +2.5% |
| 1Y | -2.8% | -18.9% | +16.1% | +3.2% |
| 3Y | +21.2% | +51.2% | -30.0% | +1.6% |
| 5Y | -11.5% | -15.9% | +4.4% | -22.0% |
| All | -11.5% | -16.5% | +5.0% | -22.0% |
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