-12.3%
IP vs FDS
-19.3%
+7.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.8% |
| 7D | -5.0% | +6.4% | -11.4% | -6.2% |
| 30D | +6.5% | +25.2% | -18.6% | +1.6% |
| 3M | -18.0% | +22.9% | -41.0% | -21.8% |
| 6M | +10.3% | +56.5% | -46.2% | -1.0% |
| YTD | -9.9% | +19.0% | -28.8% | -12.7% |
| 1Y | -1.1% | +32.7% | -33.8% | -7.9% |
| 3Y | +13.0% | -20.4% | +33.4% | +23.1% |
| 5Y | -12.3% | -19.6% | +7.3% | -8.5% |
| All | -12.3% | -19.3% | +7.0% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling