-0.8%
IP vs S
+31.6%
-32.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.7% |
| 7D | -5.1% | -13.4% | +8.4% | -4.2% |
| 30D | +8.5% | -14.0% | +22.5% | +9.4% |
| 3M | -13.8% | +4.9% | -18.7% | -14.3% |
| 6M | +5.7% | +42.0% | -36.3% | +1.7% |
| YTD | -9.1% | +45.1% | -54.3% | -13.5% |
| 1Y | -0.8% | +33.1% | -33.9% | -4.3% |
| All | -0.8% | +31.6% | -32.4% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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