-16.1%
IP vs PR
+433.6%
-449.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.5% |
| 7D | -5.3% | +2.9% | -8.2% | -5.7% |
| 30D | -10.9% | +18.0% | -28.9% | -13.4% |
| 3M | +11.2% | +16.9% | -5.7% | +7.8% |
| 6M | -10.2% | +28.2% | -38.4% | -15.1% |
| YTD | -2.0% | +69.3% | -71.3% | -12.4% |
| 1Y | -19.1% | +69.5% | -88.6% | -27.8% |
| 3Y | +20.9% | +81.7% | -60.8% | +4.4% |
| All | -16.1% | +433.6% | -449.7% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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