+8.4%
IP vs FND
+66.0%
-57.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.7% |
| 7D | -5.3% | -5.2% | 0.0% | -3.8% |
| 30D | -10.9% | -19.9% | +9.0% | -5.1% |
| 3M | +11.2% | +2.7% | +8.4% | +10.0% |
| 6M | -10.2% | -21.7% | +11.4% | -4.5% |
| YTD | -2.0% | -17.5% | +15.5% | +2.6% |
| 1Y | -19.1% | -39.3% | +20.2% | -8.5% |
| 3Y | +20.9% | -49.8% | +70.6% | +38.9% |
| 5Y | -17.8% | -60.1% | +42.3% | -5.0% |
| All | +8.4% | +66.0% | -57.7% | -12.5% |
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