-6.7%
IP vs FTV
+31.4%
-38.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | -0.9% | +3.7% | -4.6% | -3.2% |
| 30D | +6.7% | +16.8% | -10.1% | -3.6% |
| 3M | -16.6% | +10.4% | -26.9% | -21.7% |
| 6M | +6.0% | +12.8% | -6.8% | -1.8% |
| YTD | -10.7% | +23.3% | -34.0% | -22.5% |
| 1Y | -6.7% | +31.0% | -37.7% | -25.0% |
| All | -6.7% | +31.4% | -38.1% | -25.0% |
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