+322.2%
IP vs CGNX
+10,001.4%
-9,679.2%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.7% |
| 7D | -0.3% | +4.7% | -5.0% | -1.1% |
| 30D | +7.9% | -12.7% | +20.6% | +10.2% |
| 3M | -15.3% | -18.7% | +3.4% | -12.8% |
| 6M | +10.5% | -21.2% | +31.7% | +14.0% |
| YTD | -9.4% | +39.6% | -49.0% | -16.9% |
| 1Y | -4.6% | +35.6% | -40.2% | -12.1% |
| 3Y | +21.2% | +44.7% | -23.5% | +7.5% |
| 5Y | -13.3% | -37.8% | +24.4% | -12.4% |
| 10Y | +21.6% | +95.1% | -73.5% | -1.1% |
| All | +322.2% | +10,001.4% | -9,679.2% | +95.5% |
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