+13.8%
IP vs S
+32.3%
-18.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.8% | +4.9% | -3.0% |
| 7D | -5.0% | -16.7% | +11.7% | -3.2% |
| 30D | +6.5% | -17.0% | +23.5% | +8.4% |
| 3M | -18.0% | +2.0% | -20.0% | -18.7% |
| 6M | +10.3% | +35.1% | -24.7% | +5.2% |
| YTD | -9.9% | +42.8% | -52.7% | -15.1% |
| 1Y | -1.1% | +27.7% | -28.8% | -5.6% |
| All | +13.8% | +32.3% | -18.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling