+118.7%
IP vs UUUU
-96.3%
+215.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.8% |
| 7D | -5.1% | -13.6% | +8.6% | -4.1% |
| 30D | +8.5% | -35.1% | +43.6% | +11.8% |
| 3M | -13.8% | -48.4% | +34.5% | -9.9% |
| 6M | +5.7% | -71.7% | +77.4% | +14.8% |
| YTD | -9.1% | -54.2% | +45.1% | -5.8% |
| 1Y | -0.8% | -56.0% | +55.1% | +2.8% |
| 3Y | +14.8% | -13.1% | +27.9% | +9.0% |
| 5Y | -11.5% | -35.2% | +23.7% | -16.7% |
| 10Y | +27.9% | +404.5% | -376.6% | -4.6% |
| All | +118.7% | -96.3% | +215.0% | +77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling