+23.9%
IP vs ET
+98.0%
-74.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | -5.3% | +0.9% | -6.2% | -5.5% |
| 30D | -10.9% | +7.5% | -18.3% | -12.9% |
| 3M | +11.2% | +11.4% | -0.2% | +7.2% |
| 6M | -10.2% | +18.5% | -28.8% | -16.0% |
| YTD | -2.0% | +37.4% | -39.4% | -14.3% |
| 1Y | -19.1% | +30.9% | -50.0% | -27.8% |
| All | +23.9% | +98.0% | -74.1% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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