-32.8%
IP vs CYCU
-99.9%
+67.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.5% |
| 7D | +3.4% | +1.2% | +2.2% | +3.4% |
| 30D | +11.2% | -31.5% | +42.8% | +11.4% |
| 3M | -14.8% | -62.0% | +47.3% | -14.4% |
| 6M | +17.3% | -67.4% | +84.7% | +17.7% |
| YTD | -6.2% | -88.6% | +82.4% | -4.4% |
| 1Y | +2.3% | -88.5% | +90.8% | +3.5% |
| All | -32.8% | -99.9% | +67.1% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 all: compounded portfolio wealth divided by compounded CYCU 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…
all analysis · Full analysis span regression · 6 months rolling