+6.3%
LOW vs IP
-15.4%
+21.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.1% |
| 7D | +0.1% | -0.9% | +1.0% | +0.4% |
| 30D | +21.3% | +6.7% | +14.6% | +18.8% |
| 3M | +6.0% | -16.6% | +22.5% | +12.3% |
| 6M | +2.6% | +6.0% | -3.4% | +0.1% |
| YTD | -3.6% | -10.7% | +7.1% | -1.3% |
| 1Y | -1.0% | -6.7% | +5.7% | -0.1% |
| 3Y | +24.2% | +17.1% | +7.0% | +7.3% |
| 5Y | +6.3% | -14.6% | +20.9% | +5.2% |
| All | +6.3% | -15.4% | +21.7% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling