-6.7%
IP vs UUUU
-58.0%
+51.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.5% | -1.8% |
| 7D | -0.9% | +1.4% | -2.2% | -1.0% |
| 30D | +6.7% | -27.9% | +34.6% | +8.8% |
| 3M | -16.6% | -53.8% | +37.3% | -12.7% |
| 6M | +6.0% | -68.1% | +74.1% | +11.9% |
| YTD | -10.7% | -54.1% | +43.4% | -6.2% |
| 1Y | -6.7% | -57.8% | +51.1% | -1.8% |
| All | -6.7% | -58.0% | +51.3% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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