-16.1%
IP vs PL
+82.7%
-98.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.4% | +2.3% |
| 7D | -5.3% | -9.3% | +4.0% | -4.7% |
| 30D | -10.9% | -18.9% | +8.1% | -9.8% |
| 3M | +11.2% | -58.4% | +69.5% | +16.6% |
| 6M | -10.2% | -30.3% | +20.1% | -10.0% |
| YTD | -2.0% | -8.1% | +6.1% | -4.3% |
| 1Y | -19.1% | +180.5% | -199.6% | -29.1% |
| 3Y | +20.9% | +444.1% | -423.3% | -6.2% |
| All | -16.1% | +82.7% | -98.8% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 5y: compounded portfolio wealth divided by compounded PL 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…
5y analysis · Full analysis span regression · 6 months rolling