-4.6%
IP vs S
+30.9%
-35.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | -0.3% | +2.0% | -2.3% | -0.4% |
| 30D | +7.9% | -2.7% | +10.6% | +8.0% |
| 3M | -15.3% | -6.9% | -8.4% | -14.9% |
| 6M | +10.5% | +38.1% | -27.5% | +7.2% |
| YTD | -9.4% | +48.0% | -57.4% | -13.7% |
| 1Y | -4.6% | +34.5% | -39.1% | -8.0% |
| All | -4.6% | +30.9% | -35.5% | -8.0% |
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