-12.3%
IP vs CP
+27.2%
-39.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.6% |
| 7D | -5.0% | +6.1% | -11.1% | -7.7% |
| 30D | +6.5% | +9.8% | -3.2% | +1.7% |
| 3M | -18.0% | +2.7% | -20.8% | -19.1% |
| 6M | +10.3% | +12.8% | -2.5% | +4.0% |
| YTD | -9.9% | +28.2% | -38.0% | -20.4% |
| 1Y | -1.1% | +34.1% | -35.2% | -14.5% |
| 3Y | +13.0% | +28.9% | -15.9% | -3.0% |
| 5Y | -12.3% | +27.1% | -39.3% | -26.4% |
| All | -12.3% | +27.2% | -39.5% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 5y: compounded portfolio wealth divided by compounded CP 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…
5y analysis · Full analysis span regression · 6 months rolling