+34.9%
IP vs FTV
+119.2%
-84.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.3% | +0.3% | -1.3% |
| 7D | -5.0% | -0.6% | -4.3% | -4.6% |
| 30D | +6.5% | +13.0% | -6.5% | -1.2% |
| 3M | -18.0% | +6.8% | -24.8% | -21.4% |
| 6M | +10.3% | +8.0% | +2.3% | +5.1% |
| YTD | -9.9% | +18.9% | -28.8% | -19.5% |
| 1Y | -1.1% | +30.8% | -31.9% | -16.6% |
| 3Y | +13.0% | +33.4% | -20.4% | -8.3% |
| 5Y | -12.3% | +12.7% | -25.0% | -22.5% |
| 10Y | +26.8% | +111.6% | -84.7% | -17.7% |
| All | +34.9% | +119.2% | -84.3% | -12.6% |
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 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