+202.3%
IP vs EL
+1,826.4%
-1,624.1%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.3% | -4.8% | -0.7% |
| 7D | +3.4% | +2.5% | +0.9% | +2.4% |
| 30D | +11.2% | +20.1% | -8.9% | +4.3% |
| 3M | -14.8% | +29.3% | -44.0% | -22.5% |
| 6M | +17.3% | +38.8% | -21.5% | +3.7% |
| YTD | -6.2% | +8.1% | -14.3% | -11.1% |
| 1Y | +2.3% | +22.3% | -20.0% | -7.4% |
| 3Y | +17.7% | +6.7% | +11.0% | +3.1% |
| 5Y | -8.4% | -64.4% | +56.0% | +15.7% |
| 10Y | +32.1% | +61.2% | -29.1% | -9.3% |
| All | +202.3% | +1,826.4% | -1,624.1% | +0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling