-0.8%
IP vs EFV
+20.2%
-21.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +2.6% |
| 7D | -5.1% | -0.7% | -4.4% | -4.3% |
| 30D | +8.5% | +0.9% | +7.6% | +7.3% |
| 3M | -13.8% | -3.6% | -10.3% | -9.6% |
| 6M | +5.7% | +2.5% | +3.2% | +2.9% |
| YTD | -9.1% | +13.2% | -22.3% | -22.8% |
| 1Y | -0.8% | +20.3% | -21.2% | -23.8% |
| All | -0.8% | +20.2% | -21.0% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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