-12.3%
IP vs EXEL
+262.4%
-274.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.6% | +1.6% | -3.0% |
| 7D | -5.0% | +3.8% | -8.8% | -5.6% |
| 30D | +6.5% | +17.8% | -11.3% | +3.4% |
| 3M | -18.0% | +21.2% | -39.2% | -20.9% |
| 6M | +10.3% | +54.7% | -44.4% | +2.1% |
| YTD | -9.9% | +56.8% | -66.6% | -17.1% |
| 1Y | -1.1% | +70.2% | -71.3% | -10.3% |
| 3Y | +13.0% | +227.2% | -214.2% | -8.7% |
| 5Y | -12.3% | +254.9% | -267.2% | -33.0% |
| All | -12.3% | +262.4% | -274.7% | -33.0% |
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