+13.8%
IP vs FDS
-20.2%
+34.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.9% |
| 7D | -5.0% | +6.4% | -11.4% | -5.9% |
| 30D | +6.5% | +25.2% | -18.6% | +3.0% |
| 3M | -18.0% | +22.9% | -41.0% | -20.7% |
| 6M | +10.3% | +56.5% | -46.2% | +2.5% |
| YTD | -9.9% | +19.0% | -28.8% | -10.1% |
| 1Y | -1.1% | +32.7% | -33.8% | -4.8% |
| All | +13.8% | -20.2% | +34.0% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling