-8.4%
IP vs KEY
+15.2%
-23.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.0% |
| 7D | +3.4% | +1.7% | +1.7% | +2.8% |
| 30D | +11.2% | +6.8% | +4.4% | +8.6% |
| 3M | -14.8% | -5.8% | -9.0% | -13.0% |
| 6M | +17.3% | +1.4% | +15.8% | +16.8% |
| YTD | -6.2% | +7.5% | -13.7% | -8.6% |
| 1Y | +2.3% | +29.6% | -27.3% | -6.5% |
| 3Y | +17.7% | +118.8% | -101.1% | -10.6% |
| 5Y | -8.4% | +16.8% | -25.3% | -15.0% |
| All | -8.4% | +15.2% | -23.6% | -15.0% |
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