+356.7%
IP vs CP
+7,669.4%
-7,312.7%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.0% |
| 7D | -5.3% | -2.7% | -2.6% | -4.0% |
| 30D | -10.9% | +0.2% | -11.0% | -10.9% |
| 3M | +11.2% | +2.6% | +8.6% | +9.7% |
| 6M | -10.2% | +6.0% | -16.2% | -12.9% |
| YTD | -2.0% | +24.9% | -26.9% | -12.5% |
| 1Y | -19.1% | +20.1% | -39.2% | -26.3% |
| 3Y | +20.9% | +16.4% | +4.5% | +9.8% |
| 5Y | -17.8% | +31.7% | -49.6% | -30.9% |
| 10Y | +23.5% | +223.9% | -200.3% | -34.5% |
| All | +356.7% | +7,669.4% | -7,312.7% | -35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling