+120.1%
MAR vs IP
+18.8%
+101.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | +1.6% | -0.3% | +1.9% | +1.6% |
| 30D | +13.8% | +7.9% | +5.9% | +11.7% |
| 3M | +20.3% | -15.3% | +35.6% | +24.8% |
| 6M | +21.3% | +10.5% | +10.8% | +17.1% |
| YTD | +37.2% | -9.4% | +46.6% | +38.3% |
| 1Y | +48.4% | -4.6% | +53.1% | +47.6% |
| 3Y | +120.1% | +21.2% | +98.9% | +121.6% |
| All | +120.1% | +18.8% | +101.3% | +121.6% |
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