+331.4%
IR vs IP
+8.6%
+322.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -2.0% | -1.2% |
| 7D | +11.6% | +3.4% | +8.2% | +9.6% |
| 30D | +7.2% | +11.2% | -4.1% | +1.3% |
| 3M | -5.9% | -14.8% | +8.9% | +1.4% |
| 6M | +11.5% | +17.3% | -5.8% | +1.3% |
| YTD | +6.3% | -6.2% | +12.5% | +6.6% |
| 1Y | +9.1% | +2.3% | +6.8% | +4.2% |
| 3Y | +29.2% | +17.7% | +11.5% | +4.2% |
| 5Y | +48.2% | -8.4% | +56.6% | +37.4% |
| All | +331.4% | +8.6% | +322.7% | +233.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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