-16.1%
IP vs P
+276.6%
-292.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +2.1% |
| 7D | -5.3% | +6.5% | -11.8% | -5.8% |
| 30D | -10.9% | +18.8% | -29.7% | -12.3% |
| 3M | +11.2% | +26.7% | -15.6% | +8.4% |
| 6M | -10.2% | +62.2% | -72.4% | -14.9% |
| YTD | -2.0% | +48.5% | -50.5% | -6.6% |
| 1Y | -19.1% | +26.4% | -45.5% | -22.7% |
| 3Y | +20.9% | +159.4% | -138.6% | +1.3% |
| All | -16.1% | +276.6% | -292.8% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling