-12.4%
IP vs UUUU
-36.6%
+24.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.8% |
| 7D | -5.1% | -13.6% | +8.6% | -4.2% |
| 30D | +8.5% | -35.1% | +43.6% | +11.3% |
| 3M | -13.8% | -48.4% | +34.5% | -10.4% |
| 6M | +5.7% | -71.7% | +77.4% | +13.2% |
| YTD | -9.1% | -54.2% | +45.1% | -6.3% |
| 1Y | -0.8% | -56.0% | +55.1% | +2.2% |
| 3Y | +14.8% | -13.1% | +27.9% | +8.4% |
| All | -12.4% | -36.6% | +24.2% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling