+4.9%
MSFT vs IP
-5.8%
+10.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | +0.1% |
| 7D | -1.3% | -0.3% | -1.0% | -1.2% |
| 30D | -1.8% | +7.9% | -9.8% | -2.3% |
| 3M | +5.6% | -15.3% | +20.9% | +6.3% |
| 6M | +29.8% | +10.5% | +19.3% | +28.7% |
| YTD | +9.0% | -9.4% | +18.4% | +11.1% |
| 1Y | +4.9% | -4.6% | +9.6% | +8.2% |
| All | +4.9% | -5.8% | +10.8% | +8.2% |
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