-9.7%
IP vs EXEL
+285.1%
-294.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +2.3% |
| 7D | -3.0% | +2.3% | -5.3% | -3.4% |
| 30D | +10.6% | +19.8% | -9.2% | +7.1% |
| 3M | -13.6% | +32.7% | -46.3% | -18.0% |
| 6M | +10.4% | +49.0% | -38.5% | +2.8% |
| YTD | -6.5% | +63.7% | -70.2% | -14.7% |
| 1Y | -2.1% | +75.8% | -77.9% | -11.8% |
| 3Y | +22.0% | +241.3% | -219.3% | -2.3% |
| 5Y | -9.7% | +289.0% | -298.8% | -31.0% |
| All | -9.7% | +285.1% | -294.8% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling