+148,466.4%
MSFT vs IP
+345.0%
+148,121.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.5% | +5.2% | +6.3% |
| 7D | +4.7% | +3.4% | +1.3% | +3.6% |
| 30D | +5.8% | +11.2% | -5.4% | +2.5% |
| 3M | +13.0% | -14.8% | +27.8% | +17.7% |
| 6M | +34.9% | +17.3% | +17.6% | +26.9% |
| YTD | +15.7% | -6.2% | +21.8% | +14.7% |
| 1Y | +9.0% | +2.3% | +6.6% | +5.0% |
| 3Y | +61.2% | +17.7% | +43.6% | +42.3% |
| 5Y | +72.1% | -8.4% | +80.6% | +61.9% |
| 10Y | +966.1% | +32.1% | +934.1% | +755.8% |
| All | +148,466.4% | +345.0% | +148,121.4% | +58,256.7% |
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