-0.3%
IP vs FND
+70.1%
-70.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.6% | -0.3% | -2.9% |
| 7D | -5.0% | +2.2% | -7.2% | -5.8% |
| 30D | +6.5% | +9.6% | -3.1% | +3.5% |
| 3M | -18.0% | -17.9% | -0.1% | -13.7% |
| 6M | +10.3% | +6.6% | +3.8% | +7.6% |
| YTD | -9.9% | -15.5% | +5.6% | -6.7% |
| 1Y | -1.1% | -16.2% | +15.2% | +2.6% |
| 3Y | +13.0% | -36.3% | +49.3% | +22.1% |
| 5Y | -12.3% | -61.4% | +49.1% | +2.1% |
| All | -0.3% | +70.1% | -70.5% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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