-5.5%
IP vs ROP
+7.5%
-13.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | -2.8% | -2.9% | +0.2% | -2.4% |
| 30D | +9.2% | +30.1% | -20.9% | +5.4% |
| 3M | -16.1% | +19.9% | -36.0% | -18.3% |
| 6M | +9.6% | +46.0% | -36.4% | +4.2% |
| YTD | -8.8% | +8.4% | -17.1% | -5.6% |
| 1Y | -5.5% | +8.8% | -14.3% | -2.7% |
| All | -5.5% | +7.5% | -13.0% | -2.7% |
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