+13.8%
IP vs FTV
+33.3%
-19.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.3% | +0.3% | -1.5% |
| 7D | -5.0% | -0.6% | -4.3% | -4.6% |
| 30D | +6.5% | +13.0% | -6.5% | -0.5% |
| 3M | -18.0% | +6.8% | -24.8% | -21.0% |
| 6M | +10.3% | +8.0% | +2.3% | +5.7% |
| YTD | -9.9% | +18.9% | -28.8% | -18.3% |
| 1Y | -1.1% | +30.8% | -31.9% | -14.5% |
| All | +13.8% | +33.3% | -19.4% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling