+23.9%
IP vs ED
+34.8%
-10.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.2% |
| 7D | -5.3% | -0.2% | -5.1% | -5.3% |
| 30D | -10.9% | -0.1% | -10.7% | -10.9% |
| 3M | +11.2% | +3.9% | +7.2% | +11.3% |
| 6M | -10.2% | -3.0% | -7.2% | -10.1% |
| YTD | -2.0% | +10.7% | -12.7% | -2.1% |
| 1Y | -19.1% | +13.3% | -32.4% | -19.2% |
| All | +23.9% | +34.8% | -10.9% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling