+44.8%
MAR vs IP
-2.1%
+46.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.5% |
| 7D | +0.2% | -3.0% | +3.2% | +0.9% |
| 30D | +14.0% | +10.6% | +3.4% | +11.3% |
| 3M | +18.1% | -13.6% | +31.7% | +21.8% |
| 6M | +18.6% | +10.4% | +8.2% | +14.2% |
| YTD | +35.3% | -6.5% | +41.8% | +35.9% |
| All | +44.8% | -2.1% | +46.9% | +41.8% |
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