-0.8%
IP vs FTV
+29.5%
-30.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -5.1% | +0.2% | -5.3% | -5.2% |
| 30D | +8.5% | +15.7% | -7.1% | -1.3% |
| 3M | -13.8% | +7.5% | -21.4% | -17.7% |
| 6M | +5.7% | +8.5% | -2.7% | +0.5% |
| YTD | -9.1% | +18.8% | -27.9% | -19.2% |
| 1Y | -0.8% | +28.5% | -29.4% | -19.9% |
| All | -0.8% | +29.5% | -30.3% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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