+23.9%
IP vs M
+117.7%
-93.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +1.6% |
| 7D | -5.3% | +4.7% | -10.0% | -6.3% |
| 30D | -10.9% | -9.6% | -1.2% | -8.7% |
| 3M | +11.2% | +0.9% | +10.3% | +10.8% |
| 6M | -10.2% | +22.3% | -32.5% | -14.5% |
| YTD | -2.0% | +6.5% | -8.5% | -3.9% |
| 1Y | -19.1% | +38.8% | -57.9% | -25.1% |
| All | +23.9% | +117.7% | -93.8% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling