-19.1%
IP vs CPB
-32.6%
+13.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.4% | +5.6% | +3.1% |
| 7D | -5.3% | -8.6% | +3.3% | -3.2% |
| 30D | -10.9% | -7.2% | -3.6% | -9.3% |
| 3M | +11.2% | +0.9% | +10.3% | +10.0% |
| 6M | -10.2% | -11.8% | +1.6% | -7.4% |
| YTD | -2.0% | -19.4% | +17.4% | +3.6% |
| 1Y | -19.1% | -30.4% | +11.3% | -10.4% |
| All | -19.1% | -32.6% | +13.5% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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