-10.2%
IP vs Z
-23.1%
+12.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.8% |
| 7D | -5.3% | -3.0% | -2.3% | -4.5% |
| 30D | -10.9% | -4.2% | -6.7% | -10.0% |
| 3M | +11.2% | -3.7% | +14.9% | +12.3% |
| 6M | -10.2% | -24.5% | +14.3% | -2.2% |
| All | -10.2% | -23.1% | +12.9% | -2.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling