-13.5%
IP vs S
-67.1%
+53.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.5% |
| 7D | -2.8% | +1.2% | -4.0% | -2.9% |
| 30D | +9.2% | -7.3% | +16.5% | +9.7% |
| 3M | -16.1% | +5.9% | -22.0% | -16.9% |
| 6M | +9.6% | +45.6% | -36.1% | +5.3% |
| YTD | -8.8% | +58.5% | -67.3% | -13.4% |
| 1Y | -5.5% | +37.6% | -43.1% | -9.3% |
| 3Y | +19.6% | +51.7% | -32.0% | +12.3% |
| 5Y | -13.5% | -67.5% | +54.0% | -18.9% |
| All | -13.5% | -67.1% | +53.6% | -18.9% |
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