-16.1%
IP vs Z
-64.8%
+48.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.5% |
| 7D | -5.3% | -3.0% | -2.3% | -4.8% |
| 30D | -10.9% | -4.2% | -6.7% | -10.4% |
| 3M | +11.2% | -3.7% | +14.9% | +11.4% |
| 6M | -10.2% | -24.5% | +14.3% | -6.7% |
| YTD | -2.0% | -49.3% | +47.3% | +7.8% |
| 1Y | -19.1% | -58.7% | +39.6% | -8.2% |
| 3Y | +20.9% | -34.1% | +55.0% | +25.0% |
| All | -16.1% | -64.8% | +48.7% | -19.9% |
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