-1.1%
IP vs P
-1.7%
+0.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -16.4% | +12.4% | -3.8% |
| 7D | -5.0% | -31.9% | +26.9% | -4.8% |
| 30D | +6.5% | -36.5% | +43.1% | +6.8% |
| 3M | -18.0% | +11.6% | -29.6% | -18.5% |
| 6M | +10.3% | +25.2% | -14.9% | +9.4% |
| YTD | -9.9% | +39.4% | -49.3% | -10.3% |
| 1Y | -1.1% | -3.7% | +2.6% | -4.6% |
| All | -1.1% | -1.7% | +0.7% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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