-16.1%
IP vs ROP
-13.6%
-2.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.6% | +5.8% | +3.3% |
| 7D | -5.3% | -4.4% | -0.8% | -3.9% |
| 30D | -10.9% | +3.2% | -14.1% | -11.9% |
| 3M | +11.2% | +23.1% | -11.9% | +3.3% |
| 6M | -10.2% | +13.3% | -23.5% | -14.4% |
| YTD | -2.0% | -7.9% | +5.9% | +0.8% |
| 1Y | -19.1% | -22.1% | +3.0% | -11.2% |
| 3Y | +20.9% | -16.8% | +37.7% | +27.0% |
| All | -16.1% | -13.6% | -2.5% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling