+13.8%
IP vs CRL
+72.9%
-59.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.1% | -3.1% |
| 7D | -5.0% | -16.8% | +11.8% | -1.4% |
| 30D | +6.5% | +2.6% | +3.9% | +5.4% |
| 3M | -18.0% | +20.1% | -38.1% | -21.9% |
| 6M | +10.3% | +68.8% | -58.5% | -3.2% |
| YTD | -9.9% | +56.9% | -66.8% | -20.3% |
| 1Y | -1.1% | +86.7% | -87.7% | -15.8% |
| All | +13.8% | +72.9% | -59.0% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 3y: compounded portfolio wealth divided by compounded CRL 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…
3y analysis · Full analysis span regression · 6 months rolling