+53.8%
MSFT vs IP
+12.9%
+40.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.0% | +0.4% | -3.3% |
| 7D | +1.1% | -5.0% | +6.1% | +1.4% |
| 30D | +1.3% | +6.5% | -5.3% | +0.8% |
| 3M | +10.2% | -18.0% | +28.2% | +11.3% |
| 6M | +30.8% | +10.3% | +20.5% | +29.5% |
| YTD | +11.5% | -9.9% | +21.4% | +11.9% |
| 1Y | +6.5% | -1.1% | +7.6% | +6.2% |
| All | +53.8% | +12.9% | +40.9% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling