-0.8%
IP vs M
+15.5%
-16.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +2.6% |
| 7D | -5.1% | -4.3% | -0.8% | -3.5% |
| 30D | +8.5% | +1.3% | +7.2% | +7.8% |
| 3M | -13.8% | -7.4% | -6.5% | -11.5% |
| 6M | +5.7% | +18.3% | -12.6% | -1.7% |
| YTD | -9.1% | +7.6% | -16.7% | -12.2% |
| 1Y | -0.8% | +17.4% | -18.2% | -9.3% |
| All | -0.8% | +15.5% | -16.3% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling