-22.6%
IP vs CGNX
+39.9%
-62.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -5.9% | +1.5% | -7.4% | -6.1% |
| 30D | -17.0% | -1.8% | -15.2% | -16.9% |
| 3M | +8.9% | +5.3% | +3.6% | +7.1% |
| 6M | -10.0% | +22.3% | -32.3% | -14.1% |
| YTD | -9.8% | +72.2% | -81.9% | -22.6% |
| 1Y | -22.6% | +39.8% | -62.4% | -26.4% |
| All | -22.6% | +39.9% | -62.4% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling