-8.4%
IP vs FE
+47.4%
-55.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +3.4% | +1.7% | +1.7% | +2.9% |
| 30D | +11.2% | +8.1% | +3.1% | +8.7% |
| 3M | -14.8% | -1.3% | -13.5% | -14.5% |
| 6M | +17.3% | +2.9% | +14.4% | +16.3% |
| YTD | -6.2% | +8.6% | -14.7% | -8.2% |
| 1Y | +2.3% | +6.3% | -4.0% | +0.7% |
| 3Y | +17.7% | +45.1% | -27.5% | +2.4% |
| 5Y | -8.4% | +47.1% | -55.6% | -21.6% |
| All | -8.4% | +47.4% | -55.8% | -21.6% |
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