+23.9%
IP vs EXEL
+160.6%
-136.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | -5.3% | +8.4% | -13.6% | -6.7% |
| 30D | -10.9% | +4.1% | -14.9% | -11.6% |
| 3M | +11.2% | +12.4% | -1.3% | +8.8% |
| 6M | -10.2% | +41.5% | -51.8% | -15.6% |
| YTD | -2.0% | +34.6% | -36.6% | -7.4% |
| 1Y | -19.1% | +57.9% | -77.0% | -25.8% |
| All | +23.9% | +160.6% | -136.7% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling