-2.2%
MA vs IP
-18.9%
+16.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.3% |
| 7D | -2.7% | -5.3% | +2.6% | -2.2% |
| 30D | +1.5% | -10.9% | +12.4% | +2.7% |
| 3M | +20.4% | +11.2% | +9.3% | +18.9% |
| 6M | +11.1% | -10.2% | +21.4% | +11.7% |
| YTD | +2.0% | -2.0% | +3.9% | +1.6% |
| 1Y | -2.2% | -19.1% | +16.9% | -0.1% |
| All | -2.2% | -18.9% | +16.7% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling