+22.1%
IP vs EFV
+91.3%
-69.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -2.8% | -1.0% | -1.8% | -1.8% |
| 30D | +9.2% | +3.1% | +6.1% | +6.0% |
| 3M | -16.1% | -1.2% | -14.9% | -15.0% |
| 6M | +9.6% | +5.6% | +3.9% | +4.5% |
| YTD | -8.8% | +15.8% | -24.6% | -19.8% |
| 1Y | -5.5% | +20.0% | -25.5% | -19.5% |
| All | +22.1% | +91.3% | -69.3% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling