-23.8%
IP vs PCOR
-10.0%
-13.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +19.7% | -18.2% | -1.6% |
| 7D | +3.4% | +21.8% | -18.4% | -0.1% |
| 30D | +11.2% | +39.5% | -28.3% | +5.1% |
| 3M | -14.8% | +35.2% | -50.0% | -19.3% |
| 6M | +17.3% | +21.7% | -4.5% | +12.2% |
| YTD | -6.2% | +3.9% | -10.1% | -8.4% |
| 1Y | +2.3% | +6.9% | -4.6% | -0.7% |
| 3Y | +17.7% | +44.8% | -27.1% | +7.6% |
| 5Y | -8.4% | -21.9% | +13.5% | -17.9% |
| All | -23.8% | -10.0% | -13.8% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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