-16.1%
IP vs KEY
+40.7%
-56.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | -5.3% | +2.2% | -7.5% | -6.0% |
| 30D | -10.9% | -3.0% | -7.8% | -9.9% |
| 3M | +11.2% | +3.3% | +7.8% | +10.0% |
| 6M | -10.2% | +9.2% | -19.4% | -12.9% |
| YTD | -2.0% | +10.6% | -12.6% | -5.5% |
| 1Y | -19.1% | +20.4% | -39.5% | -24.4% |
| 3Y | +20.9% | +121.8% | -101.0% | -9.3% |
| All | -16.1% | +40.7% | -56.8% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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