+291.3%
IR vs IP
+13.5%
+277.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.2% |
| 7D | -2.8% | -5.3% | +2.4% | -0.2% |
| 30D | -15.1% | -10.9% | -4.3% | -10.2% |
| 3M | +6.1% | +11.2% | -5.1% | -0.4% |
| 6M | -16.8% | -10.2% | -6.6% | -13.7% |
| YTD | -3.5% | -2.0% | -1.6% | -5.0% |
| 1Y | -3.5% | -19.1% | +15.6% | +4.0% |
| 3Y | +9.5% | +20.9% | -11.4% | -12.4% |
| 5Y | +45.1% | -17.8% | +62.9% | +44.9% |
| All | +291.3% | +13.5% | +277.8% | +197.6% |
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