-24.8%
IP vs Q
+66.4%
-91.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.3% | -5.5% | -0.4% |
| 7D | -5.1% | +0.3% | -5.3% | -5.2% |
| 30D | +8.5% | -9.8% | +18.3% | +10.5% |
| 3M | -13.8% | -12.2% | -1.6% | -12.1% |
| 6M | +5.7% | -21.6% | +27.4% | +9.0% |
| YTD | -9.1% | +43.6% | -52.7% | -18.3% |
| 1Y | -0.8% | +25.7% | -26.5% | -12.5% |
| All | -24.8% | +66.4% | -91.2% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 3y: compounded portfolio wealth divided by compounded Q 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…
3y analysis · Full analysis span regression · 6 months rolling