+2,498.9%
MAR vs IP
+112.9%
+2,386.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.8% |
| 7D | -4.2% | -5.3% | +1.1% | -1.9% |
| 30D | -6.7% | -10.9% | +4.2% | -2.1% |
| 3M | -12.5% | +11.2% | -23.7% | -17.5% |
| 6M | +0.6% | -10.2% | +10.8% | +2.9% |
| YTD | +9.1% | -2.0% | +11.1% | +6.6% |
| 1Y | +26.2% | -19.1% | +45.3% | +32.9% |
| 3Y | +68.2% | +20.9% | +47.3% | +40.9% |
| 5Y | +163.9% | -17.8% | +181.7% | +160.3% |
| 10Y | +420.6% | +23.5% | +397.0% | +308.5% |
| All | +2,498.9% | +112.9% | +2,386.0% | +1,086.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling