-16.1%
IP vs ES
-5.6%
-10.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.4% |
| 7D | -5.3% | +0.3% | -5.6% | -5.4% |
| 30D | -10.9% | -2.0% | -8.9% | -10.3% |
| 3M | +11.2% | +1.7% | +9.5% | +10.6% |
| 6M | -10.2% | -3.5% | -6.7% | -9.2% |
| YTD | -2.0% | +7.9% | -9.9% | -4.6% |
| 1Y | -19.1% | +17.2% | -36.3% | -23.9% |
| 3Y | +20.9% | +29.3% | -8.5% | +7.0% |
| All | -16.1% | -5.6% | -10.5% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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