-11.5%
IP vs Z
-56.4%
+44.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.4% | -0.1% |
| 7D | 0.0% | -6.5% | +6.5% | +1.1% |
| 30D | +9.4% | -0.1% | +9.5% | +9.1% |
| 3M | -14.1% | -14.1% | +0.1% | -12.2% |
| 6M | +9.2% | -30.1% | +39.2% | +15.3% |
| YTD | -7.5% | -57.5% | +50.0% | +5.7% |
| 1Y | -2.8% | -60.3% | +57.5% | +12.5% |
| 3Y | +21.2% | -21.0% | +42.3% | +21.0% |
| 5Y | -11.5% | -54.9% | +43.4% | -11.7% |
| All | -11.5% | -56.4% | +44.9% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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