-16.1%
IP vs FTV
+2.3%
-18.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.7% |
| 7D | -5.3% | -4.5% | -0.8% | -2.8% |
| 30D | -10.9% | -7.1% | -3.8% | -7.1% |
| 3M | +11.2% | -7.2% | +18.3% | +16.0% |
| 6M | -10.2% | -1.5% | -8.7% | -9.2% |
| YTD | -2.0% | +3.5% | -5.5% | -4.1% |
| 1Y | -19.1% | +20.3% | -39.4% | -27.3% |
| 3Y | +20.9% | -3.1% | +24.0% | +19.5% |
| All | -16.1% | +2.3% | -18.4% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling