-12.3%
IP vs ED
+86.8%
-99.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -4.1% |
| 7D | -5.0% | +5.2% | -10.1% | -5.9% |
| 30D | +6.5% | +15.5% | -9.0% | +3.5% |
| 3M | -18.0% | +13.0% | -31.1% | -20.1% |
| 6M | +10.3% | +13.1% | -2.8% | +7.5% |
| YTD | -9.9% | +25.3% | -35.2% | -14.4% |
| 1Y | -1.1% | +30.5% | -31.6% | -7.0% |
| 3Y | +13.0% | +49.3% | -36.3% | -2.3% |
| 5Y | -12.3% | +84.6% | -96.8% | -32.0% |
| All | -12.3% | +86.8% | -99.0% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling