-19.1%
IP vs FIVE
+66.7%
-85.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.1% | -2.9% | +1.3% |
| 7D | -5.3% | +4.3% | -9.5% | -6.0% |
| 30D | -10.9% | +12.5% | -23.4% | -12.6% |
| 3M | +11.2% | +31.2% | -20.1% | +6.3% |
| 6M | -10.2% | +14.4% | -24.6% | -12.8% |
| YTD | -2.0% | +33.9% | -35.9% | -9.3% |
| 1Y | -19.1% | +65.1% | -84.1% | -29.4% |
| All | -19.1% | +66.7% | -85.8% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling