+158.0%
MAR vs IP
-12.0%
+170.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | +4.3% | -5.1% | +9.4% | +6.0% |
| 30D | +16.8% | +8.5% | +8.3% | +13.6% |
| 3M | +16.0% | -13.8% | +29.9% | +21.4% |
| 6M | +16.5% | +5.7% | +10.7% | +12.5% |
| YTD | +35.0% | -9.1% | +44.2% | +36.1% |
| 1Y | +49.4% | -0.8% | +50.2% | +45.5% |
| 3Y | +124.1% | +14.8% | +109.3% | +90.2% |
| All | +158.0% | -12.0% | +170.0% | +158.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling