+337.2%
IP vs KEY
+1,017.8%
-680.6%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.7% |
| YTD | -6.2% | +7.5% | -13.7% | -8.7% |
| 1Y | +2.3% | +29.6% | -27.3% | -7.0% |
| 3Y | +17.7% | +118.8% | -101.1% | -13.4% |
| 5Y | -8.4% | +16.8% | -25.3% | -20.2% |
| 10Y | +32.1% | +133.0% | -101.0% | -15.5% |
| All | +337.2% | +1,017.8% | -680.6% | +48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling