+35,474.8%
LOW vs IP
+364.8%
+35,110.0%
-62.3%
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% | +0.5% |
| 7D | -1.7% | -5.3% | +3.5% | +0.2% |
| 30D | -7.0% | -10.9% | +3.8% | -3.2% |
| 3M | -0.9% | +11.2% | -12.0% | -5.1% |
| 6M | -20.1% | -10.2% | -9.8% | -18.1% |
| YTD | -13.9% | -2.0% | -11.9% | -14.8% |
| 1Y | -21.1% | -19.1% | -2.0% | -17.0% |
| 3Y | -6.6% | +20.9% | -27.5% | -18.2% |
| 5Y | +9.4% | -17.8% | +27.2% | +8.9% |
| 10Y | +220.5% | +23.5% | +197.0% | +163.7% |
| All | +35,474.8% | +364.8% | +35,110.0% | +12,959.4% |
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