-0.8%
IP vs EXEL
+73.7%
-74.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.5% |
| 7D | -5.1% | +0.3% | -5.3% | -5.1% |
| 30D | +8.5% | +19.0% | -10.5% | +4.1% |
| 3M | -13.8% | +33.3% | -47.1% | -19.7% |
| 6M | +5.7% | +42.9% | -37.1% | -2.0% |
| YTD | -9.1% | +58.7% | -67.8% | -18.0% |
| 1Y | -0.8% | +70.5% | -71.3% | -13.8% |
| All | -0.8% | +73.7% | -74.5% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling