+115.2%
IP vs FE
+567.2%
-452.1%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +3.4% | +1.7% | +1.7% | +2.7% |
| 30D | +11.2% | +8.1% | +3.1% | +7.7% |
| 3M | -14.8% | -1.3% | -13.5% | -14.4% |
| 6M | +17.3% | +2.9% | +14.4% | +15.7% |
| YTD | -6.2% | +8.6% | -14.7% | -9.5% |
| 1Y | +2.3% | +6.3% | -4.0% | -0.5% |
| 3Y | +17.7% | +45.1% | -27.5% | -1.6% |
| 5Y | -8.4% | +47.1% | -55.6% | -24.8% |
| 10Y | +32.1% | +110.6% | -78.5% | -12.0% |
| All | +115.2% | +567.2% | -452.1% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling