+1,518.8%
META vs IP
+142.4%
+1,376.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.1% |
| 7D | +6.0% | +0.1% | +6.0% | +6.0% |
| 30D | +3.6% | -11.2% | +14.9% | +7.2% |
| 3M | +4.9% | +12.3% | -7.4% | +0.2% |
| 6M | -4.7% | -5.2% | +0.5% | -4.7% |
| YTD | -6.9% | -4.0% | -2.9% | -8.2% |
| 1Y | -18.2% | -19.2% | +1.0% | -15.0% |
| 3Y | +107.8% | +20.3% | +87.4% | +81.3% |
| 5Y | +63.9% | -17.5% | +81.4% | +61.1% |
| 10Y | +375.1% | +21.2% | +353.9% | +284.4% |
| All | +1,518.8% | +142.4% | +1,376.4% | +1,229.3% |
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