+154.6%
IP vs EXEL
+273.2%
-118.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | -5.3% | +8.4% | -13.6% | -6.4% |
| 30D | -10.9% | +4.1% | -14.9% | -11.4% |
| 3M | +11.2% | +12.4% | -1.3% | +9.2% |
| 6M | -10.2% | +41.5% | -51.8% | -14.8% |
| YTD | -2.0% | +34.6% | -36.6% | -6.5% |
| 1Y | -19.1% | +57.9% | -77.0% | -24.8% |
| 3Y | +20.9% | +159.5% | -138.6% | +3.0% |
| 5Y | -17.8% | +198.5% | -216.3% | -32.3% |
| 10Y | +23.5% | +411.4% | -387.8% | -12.8% |
| All | +154.6% | +273.2% | -118.6% | +17.5% |
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