-8.4%
IP vs PL
+24.5%
-32.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.4% | +7.9% | +1.9% |
| 7D | +3.4% | -11.7% | +15.1% | +4.1% |
| 30D | +11.2% | -27.1% | +38.4% | +13.2% |
| 3M | -14.8% | -44.6% | +29.8% | -11.9% |
| 6M | +17.3% | -67.2% | +84.5% | +24.2% |
| YTD | -6.2% | -35.9% | +29.7% | -6.5% |
| 1Y | +2.3% | -0.4% | +2.7% | -2.2% |
| 3Y | +17.7% | +454.8% | -437.2% | -9.4% |
| 5Y | -8.4% | +24.8% | -33.2% | -25.3% |
| All | -8.4% | +24.5% | -32.9% | -25.3% |
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