+19.5%
IP vs UUUU
-16.0%
+35.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.5% | -1.9% |
| 7D | -0.9% | +1.4% | -2.2% | -0.9% |
| 30D | +6.7% | -27.9% | +34.6% | +7.8% |
| 3M | -16.6% | -53.8% | +37.3% | -14.6% |
| 6M | +6.0% | -68.1% | +74.1% | +9.1% |
| YTD | -10.7% | -54.1% | +43.4% | -8.8% |
| 1Y | -6.7% | -57.8% | +51.1% | -4.6% |
| All | +19.5% | -16.0% | +35.5% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling