-12.4%
IP vs FRSH
-68.5%
+56.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.5% | +1.4% |
| 7D | -5.1% | -17.7% | +12.7% | -3.0% |
| 30D | +8.5% | -11.0% | +19.5% | +9.8% |
| 3M | -13.8% | +4.5% | -18.3% | -14.5% |
| 6M | +5.7% | +36.2% | -30.5% | +1.3% |
| YTD | -9.1% | -1.1% | -8.0% | -10.0% |
| 1Y | -0.8% | +11.6% | -12.4% | -3.3% |
| 3Y | +14.8% | -33.9% | +48.7% | +16.9% |
| All | -12.4% | -68.5% | +56.1% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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