-16.1%
IP vs FDS
-17.4%
+1.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.5% | +5.7% | +2.9% |
| 7D | -5.3% | -1.9% | -3.4% | -4.9% |
| 30D | -10.9% | +9.0% | -19.9% | -12.6% |
| 3M | +11.2% | +18.9% | -7.7% | +6.7% |
| 6M | -10.2% | +35.1% | -45.4% | -17.0% |
| YTD | -2.0% | +5.5% | -7.5% | -2.5% |
| 1Y | -19.1% | -16.8% | -2.3% | -13.5% |
| 3Y | +20.9% | -28.1% | +48.9% | +34.0% |
| All | -16.1% | -17.4% | +1.3% | -13.2% |
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