+21.2%
IP vs IT
-53.3%
+74.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.8% | +1.4% |
| 7D | -0.3% | +1.1% | -1.4% | -0.4% |
| 30D | +7.9% | -1.8% | +9.8% | +8.2% |
| 3M | -15.3% | +4.8% | -20.1% | -15.9% |
| 6M | +10.5% | +33.0% | -22.5% | +5.7% |
| YTD | -9.4% | -23.8% | +14.5% | -6.1% |
| 1Y | -4.6% | -16.5% | +11.9% | -2.9% |
| 3Y | +21.2% | -53.6% | +74.9% | +33.8% |
| All | +21.2% | -53.3% | +74.5% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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