+46.8%
MAR vs IP
-7.8%
+54.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.6% |
| 7D | +1.8% | -0.9% | +2.6% | +1.9% |
| 30D | +14.3% | +6.7% | +7.6% | +12.5% |
| 3M | +20.0% | -16.6% | +36.6% | +24.8% |
| 6M | +21.7% | +6.0% | +15.7% | +18.3% |
| YTD | +37.7% | -10.7% | +48.4% | +39.8% |
| 1Y | +46.8% | -6.7% | +53.5% | +45.8% |
| All | +46.8% | -7.8% | +54.6% | +45.8% |
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