-12.3%
IP vs S
-69.2%
+56.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.8% | +4.9% | -3.2% |
| 7D | -5.0% | -16.7% | +11.7% | -3.6% |
| 30D | +6.5% | -17.0% | +23.5% | +8.0% |
| 3M | -18.0% | +2.0% | -20.0% | -18.6% |
| 6M | +10.3% | +35.1% | -24.7% | +6.6% |
| YTD | -9.9% | +42.8% | -52.7% | -13.6% |
| 1Y | -1.1% | +27.7% | -28.8% | -4.4% |
| 3Y | +13.0% | +33.0% | -20.0% | +7.2% |
| 5Y | -12.3% | -68.0% | +55.7% | -15.7% |
| All | -12.3% | -69.2% | +56.9% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling