-16.1%
IP vs FE
+45.0%
-61.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.4% |
| 7D | -5.3% | +1.9% | -7.2% | -5.8% |
| 30D | -10.9% | -1.2% | -9.7% | -10.6% |
| 3M | +11.2% | +3.5% | +7.7% | +10.1% |
| 6M | -10.2% | -6.1% | -4.2% | -8.6% |
| YTD | -2.0% | +7.6% | -9.6% | -3.8% |
| 1Y | -19.1% | +11.9% | -31.0% | -21.5% |
| 3Y | +20.9% | +48.4% | -27.6% | +4.4% |
| All | -16.1% | +45.0% | -61.1% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling