+337.2%
IP vs CP
+7,925.2%
-7,588.0%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | -0.2% |
| 7D | +3.4% | +5.6% | -2.2% | +0.6% |
| 30D | +11.2% | +10.0% | +1.2% | +6.0% |
| 3M | -14.8% | +4.4% | -19.2% | -16.6% |
| 6M | +17.3% | +14.1% | +3.2% | +9.8% |
| YTD | -6.2% | +29.1% | -35.2% | -17.7% |
| 1Y | +2.3% | +34.6% | -32.2% | -11.9% |
| 3Y | +17.7% | +29.8% | -12.1% | +1.5% |
| 5Y | -8.4% | +28.7% | -37.1% | -22.0% |
| 10Y | +32.1% | +267.3% | -235.3% | -34.0% |
| All | +337.2% | +7,925.2% | -7,588.0% | -38.9% |
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