-0.8%
IP vs FDS
+29.3%
-30.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.5% | +1.2% |
| 7D | -5.1% | -0.5% | -4.5% | -5.0% |
| 30D | +8.5% | +20.2% | -11.7% | +7.1% |
| 3M | -13.8% | +19.9% | -33.7% | -14.9% |
| 6M | +5.7% | +56.2% | -50.4% | +3.9% |
| YTD | -9.1% | +14.6% | -23.7% | -4.3% |
| 1Y | -0.8% | +31.6% | -32.4% | -2.4% |
| All | -0.8% | +29.3% | -30.1% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling