+187.4%
IP vs PAAS
+1,235.6%
-1,048.2%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +2.4% |
| 7D | -5.3% | -2.9% | -2.4% | -5.0% |
| 30D | -10.9% | +6.8% | -17.7% | -11.6% |
| 3M | +11.2% | -2.9% | +14.1% | +11.2% |
| 6M | -10.2% | -16.4% | +6.2% | -9.1% |
| YTD | -2.0% | 0.0% | -2.0% | -2.9% |
| 1Y | -19.1% | +54.3% | -73.4% | -23.6% |
| 3Y | +20.9% | +230.7% | -209.8% | +3.7% |
| 5Y | -17.8% | +111.6% | -129.5% | -27.6% |
| 10Y | +23.5% | +211.7% | -188.2% | -2.1% |
| All | +187.4% | +1,235.6% | -1,048.2% | +99.5% |
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