-11.7%
IP vs COMP
-52.8%
+41.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.7% | -6.2% | +0.6% |
| 7D | +3.4% | +9.5% | -6.1% | +2.2% |
| 30D | +11.2% | +8.1% | +3.2% | +10.0% |
| 3M | -14.8% | -16.3% | +1.6% | -13.3% |
| 6M | +17.3% | +42.2% | -24.9% | +11.9% |
| YTD | -6.2% | -5.0% | -1.2% | -7.2% |
| 1Y | +2.3% | +20.1% | -17.8% | -1.3% |
| 3Y | +17.7% | +358.4% | -340.8% | -3.6% |
| 5Y | -8.4% | -21.9% | +13.5% | -25.2% |
| All | -11.7% | -52.8% | +41.0% | -26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling