+153.5%
IP vs ET
+1,312.4%
-1,159.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.6% |
| 7D | 0.0% | -1.9% | +1.9% | +0.5% |
| 30D | +9.4% | -3.1% | +12.4% | +10.2% |
| 3M | -14.1% | -3.9% | -10.1% | -13.3% |
| 6M | +9.2% | +4.0% | +5.2% | +7.4% |
| YTD | -7.5% | +26.4% | -34.0% | -14.3% |
| 1Y | -2.8% | +24.9% | -27.7% | -9.7% |
| 3Y | +21.2% | +85.2% | -63.9% | +0.2% |
| 5Y | -11.5% | +218.3% | -229.8% | -37.9% |
| 10Y | +23.7% | +172.0% | -148.3% | -16.4% |
| All | +153.5% | +1,312.4% | -1,159.0% | -49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling