+10.2%
MTUM vs IP
+2.3%
+7.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.1% |
| 7D | -10.1% | +3.4% | -13.5% | -10.4% |
| 30D | -15.6% | +11.2% | -26.8% | -16.6% |
| 3M | -12.7% | -14.8% | +2.0% | -11.3% |
| 6M | -3.7% | +17.3% | -21.0% | -6.4% |
| YTD | +9.4% | -6.2% | +15.6% | +9.3% |
| 1Y | +10.2% | +2.3% | +7.9% | +8.9% |
| All | +10.2% | +2.3% | +7.9% | +8.9% |
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