-21.8%
IP vs CGNX
-25.9%
+4.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.6% | -4.5% | -5.0% |
| 7D | -4.6% | +3.2% | -7.8% | -5.2% |
| 30D | -15.3% | -3.7% | -11.5% | -14.7% |
| 3M | +2.7% | +1.0% | +1.6% | +1.9% |
| 6M | -7.4% | +22.1% | -29.5% | -11.8% |
| YTD | -8.8% | +72.7% | -81.5% | -20.6% |
| 1Y | -22.4% | +40.4% | -62.8% | -29.4% |
| 3Y | +14.2% | +45.2% | -31.0% | -1.6% |
| 5Y | -21.8% | -26.7% | +4.9% | -30.0% |
| All | -21.8% | -25.9% | +4.1% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling