+18.5%
IP vs PAAS
+184.3%
-165.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.4% | -6.8% | +0.6% |
| 7D | +3.4% | -1.1% | +4.5% | +3.4% |
| 30D | +11.2% | -8.5% | +19.7% | +12.1% |
| 3M | -14.8% | -7.3% | -7.5% | -14.4% |
| 6M | +17.3% | -18.3% | +35.6% | +19.0% |
| YTD | -6.2% | -19.2% | +13.0% | -5.2% |
| 1Y | +2.3% | +26.1% | -23.8% | 0.0% |
| All | +18.5% | +184.3% | -165.8% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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