+124.5%
MAR vs IP
+12.9%
+111.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -0.8% |
| 7D | +4.4% | -5.0% | +9.4% | +5.7% |
| 30D | +15.5% | +6.5% | +9.0% | +13.7% |
| 3M | +15.7% | -18.0% | +33.8% | +21.0% |
| 6M | +18.2% | +10.3% | +7.9% | +14.2% |
| YTD | +35.3% | -9.9% | +45.2% | +36.6% |
| 1Y | +48.6% | -1.1% | +49.7% | +46.6% |
| All | +124.5% | +12.9% | +111.6% | +128.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling