-0.8%
IP vs ED
+26.3%
-27.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +0.9% |
| 7D | -5.1% | +1.6% | -6.7% | -5.1% |
| 30D | +8.5% | +13.3% | -4.8% | +8.5% |
| 3M | -13.8% | +9.7% | -23.5% | -13.9% |
| 6M | +5.7% | +12.8% | -7.0% | +6.2% |
| YTD | -9.1% | +22.3% | -31.4% | -9.9% |
| 1Y | -0.8% | +26.3% | -27.1% | -1.5% |
| All | -0.8% | +26.3% | -27.1% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling