+236.9%
IP vs M
+396.5%
-159.6%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +1.4% |
| 7D | -5.3% | +4.7% | -10.0% | -6.5% |
| 30D | -10.9% | -9.6% | -1.2% | -8.2% |
| 3M | +11.2% | +0.9% | +10.3% | +10.6% |
| 6M | -10.2% | +22.3% | -32.5% | -15.8% |
| YTD | -2.0% | +6.5% | -8.5% | -4.5% |
| 1Y | -19.1% | +38.8% | -57.9% | -27.5% |
| 3Y | +20.9% | +115.9% | -95.1% | -11.2% |
| 5Y | -17.8% | +28.6% | -46.4% | -36.2% |
| 10Y | +23.5% | -2.5% | +26.1% | -17.6% |
| All | +236.9% | +396.5% | -159.6% | +26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling