+23.9%
IP vs IT
-46.5%
+70.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.6% | +6.8% | +2.7% |
| 7D | -5.3% | -6.0% | +0.8% | -4.6% |
| 30D | -10.9% | 0.0% | -10.9% | -11.0% |
| 3M | +11.2% | +13.1% | -1.9% | +8.9% |
| 6M | -10.2% | +11.7% | -21.9% | -12.2% |
| YTD | -2.0% | -26.1% | +24.1% | +1.7% |
| 1Y | -19.1% | -21.3% | +2.2% | -17.3% |
| All | +23.9% | -46.5% | +70.5% | +37.7% |
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