+19.5%
IP vs CGNX
+44.2%
-24.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.2% | -1.8% |
| 7D | -0.9% | +6.9% | -7.8% | -2.0% |
| 30D | +6.7% | -15.4% | +22.1% | +9.4% |
| 3M | -16.6% | -16.2% | -0.4% | -14.7% |
| 6M | +6.0% | -22.5% | +28.5% | +9.4% |
| YTD | -10.7% | +41.7% | -52.4% | -19.0% |
| 1Y | -6.7% | +33.8% | -40.5% | -14.4% |
| All | +19.5% | +44.2% | -24.7% | -7.0% |
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