+29.2%
IP vs Z
+22.6%
+6.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.4% | -7.9% | +0.1% |
| 7D | +3.4% | +10.2% | -6.8% | +1.8% |
| 30D | +11.2% | +23.7% | -12.4% | +7.4% |
| 3M | -14.8% | -6.6% | -8.2% | -14.3% |
| 6M | +17.3% | -23.0% | +40.3% | +21.1% |
| YTD | -6.2% | -50.3% | +44.1% | +2.6% |
| 1Y | +2.3% | -53.6% | +55.9% | +13.0% |
| 3Y | +17.7% | -10.1% | +27.7% | +15.4% |
| 5Y | -8.4% | -49.8% | +41.3% | -6.3% |
| 10Y | +32.1% | -1.6% | +33.7% | +4.8% |
| All | +29.2% | +22.6% | +6.6% | -1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling