+161.6%
IP vs EFV
+245.4%
-83.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.1% | -2.1% |
| 7D | -5.0% | +0.3% | -5.3% | -5.2% |
| 30D | +6.5% | +1.2% | +5.4% | +5.4% |
| 3M | -18.0% | -2.1% | -16.0% | -16.1% |
| 6M | +10.3% | +6.4% | +3.9% | +4.2% |
| YTD | -9.9% | +14.8% | -24.7% | -21.2% |
| 1Y | -1.1% | +22.4% | -23.5% | -18.8% |
| 3Y | +13.0% | +86.6% | -73.6% | -39.7% |
| 5Y | -12.3% | +90.4% | -102.7% | -54.6% |
| 10Y | +26.8% | +164.4% | -137.6% | -52.3% |
| All | +161.6% | +245.4% | -83.8% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling