-18.7%
IP vs FRSH
-72.0%
+53.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.5% | +1.3% |
| 7D | -5.1% | -17.7% | +12.7% | -3.1% |
| 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% | +1.6% |
| YTD | -9.1% | -1.1% | -8.0% | -10.0% |
| 1Y | -0.8% | +11.6% | -12.4% | -3.2% |
| 3Y | +14.8% | -33.9% | +48.7% | +16.8% |
| 5Y | -11.5% | -68.4% | +56.9% | -14.7% |
| All | -18.7% | -72.0% | +53.3% | -22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling