-16.1%
IP vs CRS
+1,417.0%
-1,433.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.8% |
| 7D | -5.3% | -0.2% | -5.0% | -5.2% |
| 30D | -10.9% | -16.6% | +5.8% | -6.8% |
| 3M | +11.2% | -3.5% | +14.6% | +11.5% |
| 6M | -10.2% | +15.4% | -25.7% | -14.1% |
| YTD | -2.0% | +51.2% | -53.2% | -12.3% |
| 1Y | -19.1% | +98.3% | -117.4% | -32.8% |
| 3Y | +20.9% | +651.5% | -630.7% | -28.1% |
| All | -16.1% | +1,417.0% | -1,433.1% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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