+73.5%
MSFT vs IP
-17.2%
+90.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.4% |
| 7D | -2.7% | -5.3% | +2.6% | -2.0% |
| 30D | +2.7% | -10.9% | +13.6% | +4.3% |
| 3M | +17.0% | +11.2% | +5.8% | +14.6% |
| 6M | +23.8% | -10.2% | +34.0% | +25.1% |
| YTD | +4.0% | -2.0% | +6.0% | +3.3% |
| 1Y | -0.8% | -19.1% | +18.3% | +1.6% |
| 3Y | +55.6% | +20.9% | +34.8% | +39.1% |
| All | +73.5% | -17.2% | +90.6% | +61.6% |
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