+18.5%
IP vs FE
+45.0%
-26.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +3.4% | +1.7% | +1.7% | +3.1% |
| 30D | +11.2% | +8.1% | +3.1% | +9.6% |
| 3M | -14.8% | -1.3% | -13.5% | -14.6% |
| 6M | +17.3% | +2.9% | +14.4% | +16.8% |
| YTD | -6.2% | +8.6% | -14.7% | -6.7% |
| 1Y | +2.3% | +6.3% | -4.0% | +2.0% |
| All | +18.5% | +45.0% | -26.5% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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