+164.3%
IP vs PAAS
+955.7%
-791.4%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -3.7% |
| 7D | -5.0% | -0.4% | -4.6% | -5.0% |
| 30D | +6.5% | -11.6% | +18.2% | +7.7% |
| 3M | -18.0% | -15.6% | -2.4% | -16.9% |
| 6M | +10.3% | -19.1% | +29.4% | +12.1% |
| YTD | -9.9% | -20.9% | +11.1% | -8.8% |
| 1Y | -1.1% | +21.3% | -22.4% | -4.2% |
| 3Y | +13.0% | +177.4% | -164.4% | -1.4% |
| 5Y | -12.3% | +71.3% | -83.6% | -21.2% |
| 10Y | +26.8% | +181.5% | -154.6% | +1.4% |
| All | +164.3% | +955.7% | -791.4% | +87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling