+46.7%
IP vs FTV
+90.8%
-44.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.8% |
| 7D | -5.3% | -4.5% | -0.8% | -2.5% |
| 30D | -10.9% | -7.1% | -3.8% | -6.7% |
| 3M | +11.2% | -7.2% | +18.3% | +16.4% |
| 6M | -10.2% | -1.5% | -8.7% | -9.3% |
| YTD | -2.0% | +3.5% | -5.5% | -4.5% |
| 1Y | -19.1% | +20.3% | -39.4% | -28.4% |
| 3Y | +20.9% | -3.1% | +24.0% | +19.4% |
| 5Y | -17.8% | +2.3% | -20.2% | -23.1% |
| 10Y | +23.5% | +76.3% | -52.8% | -11.7% |
| All | +46.7% | +90.8% | -44.1% | +3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling