+108.8%
IP vs CG
+310.6%
-201.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.5% | -3.0% | -0.1% |
| 7D | +3.4% | +9.4% | -6.1% | +0.1% |
| 30D | +11.2% | +8.7% | +2.5% | +7.9% |
| 3M | -14.8% | -15.0% | +0.2% | -10.0% |
| 6M | +17.3% | -13.2% | +30.5% | +22.6% |
| YTD | -6.2% | -26.2% | +20.0% | +3.0% |
| 1Y | +2.3% | -14.1% | +16.4% | +6.5% |
| 3Y | +17.7% | +59.2% | -41.5% | -4.1% |
| 5Y | -8.4% | -14.8% | +6.4% | -11.7% |
| 10Y | +32.1% | +325.9% | -293.9% | -27.4% |
| All | +108.8% | +310.6% | -201.8% | +10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling