-19.0%
IP vs S
-56.8%
+37.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.2% |
| 7D | -5.3% | -7.7% | +2.4% | -4.7% |
| 30D | -10.9% | -5.3% | -5.5% | -10.6% |
| 3M | +11.2% | +20.3% | -9.1% | +9.2% |
| 6M | -10.2% | +47.4% | -57.6% | -13.4% |
| YTD | -2.0% | +32.5% | -34.5% | -4.9% |
| 1Y | -19.1% | +9.5% | -28.6% | -20.4% |
| 3Y | +20.9% | +15.5% | +5.3% | +16.8% |
| 5Y | -17.8% | -71.2% | +53.4% | -20.8% |
| All | -19.0% | -56.8% | +37.8% | -20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling