-25.4%
IP vs Q
+56.5%
-81.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.4% | +3.4% | -2.5% |
| 7D | -5.0% | -10.3% | +5.3% | -3.0% |
| 30D | +6.5% | -17.7% | +24.2% | +10.6% |
| 3M | -18.0% | -18.8% | +0.8% | -15.0% |
| 6M | +10.3% | -24.8% | +35.1% | +14.5% |
| YTD | -9.9% | +35.0% | -44.9% | -18.0% |
| 1Y | -1.1% | +10.7% | -11.8% | -11.7% |
| All | -25.4% | +56.5% | -81.9% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling