+59.0%
IP vs P
+485.4%
-426.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +2.0% |
| 7D | -5.3% | +6.5% | -11.8% | -6.1% |
| 30D | -10.9% | +18.8% | -29.7% | -13.2% |
| 3M | +11.2% | +26.7% | -15.6% | +6.9% |
| 6M | -10.2% | +62.2% | -72.4% | -17.3% |
| YTD | -2.0% | +48.5% | -50.5% | -9.1% |
| 1Y | -19.1% | +26.4% | -45.5% | -24.4% |
| 3Y | +20.9% | +159.4% | -138.6% | -4.2% |
| 5Y | -17.8% | +275.8% | -293.6% | -40.6% |
| 10Y | +23.5% | +732.0% | -708.5% | -25.1% |
| All | +59.0% | +485.4% | -426.4% | -3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling