+316.2%
IP vs CGNX
+10,154.9%
-9,838.7%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.2% | -1.7% |
| 7D | -0.9% | +6.9% | -7.8% | -2.1% |
| 30D | +6.7% | -15.4% | +22.1% | +9.5% |
| 3M | -16.6% | -16.2% | -0.4% | -14.5% |
| 6M | +6.0% | -22.5% | +28.5% | +9.6% |
| YTD | -10.7% | +41.7% | -52.4% | -18.3% |
| 1Y | -6.7% | +33.8% | -40.5% | -13.8% |
| 3Y | +17.1% | +42.7% | -25.6% | +4.1% |
| 5Y | -14.6% | -36.8% | +22.3% | -13.8% |
| 10Y | +19.9% | +98.1% | -78.2% | -2.8% |
| All | +316.2% | +10,154.9% | -9,838.7% | +92.3% |
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 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