-16.1%
IP vs ED
+67.1%
-83.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.5% |
| 7D | -5.3% | -0.2% | -5.1% | -5.2% |
| 30D | -10.9% | -0.1% | -10.7% | -10.9% |
| 3M | +11.2% | +3.9% | +7.2% | +10.3% |
| 6M | -10.2% | -3.0% | -7.2% | -9.8% |
| YTD | -2.0% | +10.7% | -12.7% | -4.6% |
| 1Y | -19.1% | +13.3% | -32.4% | -21.8% |
| 3Y | +20.9% | +34.5% | -13.6% | +6.0% |
| All | -16.1% | +67.1% | -83.2% | -33.5% |
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 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