+14.8%
IP vs CRL
+86.4%
-71.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.8% | -7.0% | -0.8% |
| 7D | -5.1% | -6.1% | +1.0% | -4.0% |
| 30D | +8.5% | +12.4% | -3.9% | +5.2% |
| 3M | -13.8% | +27.1% | -41.0% | -18.9% |
| 6M | +5.7% | +85.7% | -80.0% | -9.1% |
| YTD | -9.1% | +69.2% | -78.3% | -20.9% |
| 1Y | -0.8% | +97.5% | -98.3% | -16.6% |
| 3Y | +14.8% | +86.1% | -71.3% | -12.2% |
| All | +14.8% | +86.4% | -71.6% | -12.2% |
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