+34.9%
MSFT vs IP
+12.9%
+22.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.5% | +5.2% | +6.7% |
| 7D | +4.7% | +3.4% | +1.3% | +4.5% |
| 30D | +5.8% | +11.2% | -5.4% | +5.5% |
| 3M | +13.0% | -14.8% | +27.8% | +12.5% |
| 6M | +34.9% | +17.3% | +17.6% | +35.3% |
| All | +34.9% | +12.9% | +22.0% | +35.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling