+114.5%
MTUM vs IP
+25.8%
+88.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.5% |
| 7D | +1.7% | -5.3% | +7.0% | +2.6% |
| 30D | -1.7% | -10.9% | +9.2% | +0.1% |
| 3M | -6.3% | +11.2% | -17.5% | -8.5% |
| 6M | +21.8% | -10.2% | +32.1% | +22.9% |
| YTD | +22.0% | -2.0% | +24.0% | +20.9% |
| 1Y | +25.3% | -19.1% | +44.4% | +28.3% |
| All | +114.5% | +25.8% | +88.6% | +111.3% |
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