+134.1%
IP vs EXEL
+334.5%
-200.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.6% | +1.6% | -3.1% |
| 7D | -5.0% | +3.8% | -8.8% | -5.5% |
| 30D | +6.5% | +17.8% | -11.3% | +4.0% |
| 3M | -18.0% | +21.2% | -39.2% | -20.4% |
| 6M | +10.3% | +54.7% | -44.4% | +3.4% |
| YTD | -9.9% | +56.8% | -66.6% | -16.0% |
| 1Y | -1.1% | +70.2% | -71.3% | -8.9% |
| 3Y | +13.0% | +227.2% | -214.2% | -6.8% |
| 5Y | -12.3% | +254.9% | -267.2% | -29.4% |
| 10Y | +26.8% | +476.9% | -450.1% | -11.5% |
| All | +134.1% | +334.5% | -200.4% | +5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling