-16.1%
IP vs EL
-67.1%
+51.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.0% | -0.8% | +1.5% |
| 7D | -5.3% | +0.8% | -6.1% | -5.4% |
| 30D | -10.9% | +19.8% | -30.7% | -14.5% |
| 3M | +11.2% | +25.7% | -14.5% | +5.6% |
| 6M | -10.2% | +5.4% | -15.7% | -12.1% |
| YTD | -2.0% | +0.2% | -2.2% | -3.6% |
| 1Y | -19.1% | +20.4% | -39.5% | -23.5% |
| 3Y | +20.9% | -32.1% | +53.0% | +22.9% |
| All | -16.1% | -67.1% | +51.0% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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