+14.3%
IP vs CGNX
+44.3%
-30.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.6% | -4.5% | -5.0% |
| 7D | -4.6% | +3.2% | -7.8% | -5.1% |
| 30D | -15.3% | -3.7% | -11.5% | -14.8% |
| 3M | +2.7% | +1.0% | +1.6% | +1.9% |
| 6M | -7.4% | +22.1% | -29.5% | -11.4% |
| YTD | -8.8% | +72.7% | -81.5% | -19.6% |
| 1Y | -22.4% | +40.4% | -62.8% | -28.5% |
| All | +14.3% | +44.3% | -30.0% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling