+356.7%
IP vs CGNX
+12,473.7%
-12,117.0%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.8% |
| 7D | -5.3% | +3.0% | -8.2% | -5.8% |
| 30D | -10.9% | -11.8% | +1.0% | -9.0% |
| 3M | +11.2% | -3.6% | +14.8% | +11.3% |
| 6M | -10.2% | +17.4% | -27.6% | -13.4% |
| YTD | -2.0% | +73.7% | -75.7% | -13.0% |
| 1Y | -19.1% | +41.5% | -60.6% | -25.7% |
| 3Y | +20.9% | +34.1% | -13.3% | +9.1% |
| 5Y | -17.8% | -27.3% | +9.5% | -19.0% |
| 10Y | +23.5% | +166.6% | -143.1% | -4.3% |
| All | +356.7% | +12,473.7% | -12,117.0% | +104.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling