+89.4%
META vs IP
-10.3%
+99.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.1% |
| 7D | +2.9% | +3.4% | -0.5% | +1.9% |
| 30D | -15.1% | +11.2% | -26.3% | -17.5% |
| 3M | +7.2% | -14.8% | +22.0% | +11.3% |
| 6M | +3.4% | +17.3% | -13.9% | -2.9% |
| YTD | -4.3% | -6.2% | +1.9% | -5.4% |
| 1Y | +0.8% | +2.3% | -1.6% | -3.4% |
| 3Y | +102.2% | +17.7% | +84.5% | +68.6% |
| 5Y | +89.4% | -8.4% | +97.8% | +83.0% |
| All | +89.4% | -10.3% | +99.7% | +83.0% |
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