+2.3%
IP vs ROP
+10.4%
-8.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.9% | -2.4% | +0.9% |
| 7D | +3.4% | +11.7% | -8.3% | +1.8% |
| 30D | +11.2% | +35.5% | -24.2% | +6.8% |
| 3M | -14.8% | +25.6% | -40.4% | -17.5% |
| 6M | +17.3% | +39.3% | -22.0% | +11.8% |
| YTD | -6.2% | +11.6% | -17.8% | -3.3% |
| 1Y | +2.3% | +10.6% | -8.3% | +6.3% |
| All | +2.3% | +10.4% | -8.1% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling