+62.8%
META vs IP
-17.2%
+80.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.4% |
| 7D | +6.7% | -5.3% | +12.0% | +8.1% |
| 30D | +4.8% | -10.9% | +15.6% | +7.8% |
| 3M | -1.6% | +11.2% | -12.8% | -5.4% |
| 6M | -7.5% | -10.2% | +2.8% | -6.0% |
| YTD | -6.4% | -2.0% | -4.4% | -8.2% |
| 1Y | -17.3% | -19.1% | +1.7% | -14.1% |
| 3Y | +109.9% | +20.9% | +89.1% | +76.7% |
| All | +62.8% | -17.2% | +80.0% | +53.4% |
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