-16.1%
IP vs CRL
-35.5%
+19.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.8% | +2.6% |
| 7D | -5.3% | -1.0% | -4.2% | -5.0% |
| 30D | -10.9% | +10.7% | -21.5% | -13.0% |
| 3M | +11.2% | +55.3% | -44.1% | 0.0% |
| 6M | -10.2% | +60.7% | -70.9% | -20.4% |
| YTD | -2.0% | +44.6% | -46.6% | -11.3% |
| 1Y | -19.1% | +77.7% | -96.8% | -30.3% |
| 3Y | +20.9% | +37.6% | -16.8% | +5.2% |
| All | -16.1% | -35.5% | +19.4% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling