-1.1%
IP vs COMP
+11.9%
-12.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.2% | +4.2% | -1.9% |
| 7D | -5.0% | -1.8% | -3.2% | -4.6% |
| 30D | +6.5% | -0.8% | +7.3% | +6.3% |
| 3M | -18.0% | -28.1% | +10.1% | -11.8% |
| 6M | +10.3% | +27.0% | -16.7% | +2.2% |
| YTD | -9.9% | -12.8% | +2.9% | -13.2% |
| 1Y | -1.1% | +4.9% | -5.9% | -9.6% |
| All | -1.1% | +11.9% | -12.9% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling