-4.5%
META vs IP
-1.7%
-2.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.0% | 0.0% | -3.7% |
| 7D | -3.1% | -5.0% | +1.9% | -2.8% |
| 30D | -18.1% | +6.5% | -24.6% | -18.5% |
| 3M | +2.9% | -18.0% | +20.9% | +4.3% |
| 6M | +0.2% | +10.3% | -10.1% | -2.0% |
| YTD | -8.1% | -9.9% | +1.8% | -9.5% |
| 1Y | -4.5% | -1.1% | -3.5% | -7.2% |
| All | -4.5% | -1.7% | -2.9% | -7.2% |
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