+80.0%
MTUM vs IP
-17.3%
+97.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.7% |
| 7D | +4.1% | +0.1% | +4.0% | +4.1% |
| 30D | -0.2% | -11.2% | +11.0% | +2.1% |
| 3M | -1.9% | +12.3% | -14.2% | -5.0% |
| 6M | +28.1% | -5.2% | +33.3% | +28.0% |
| YTD | +23.6% | -4.0% | +27.5% | +22.6% |
| 1Y | +26.1% | -19.2% | +45.3% | +29.8% |
| 3Y | +116.8% | +20.3% | +96.5% | +97.6% |
| 5Y | +80.0% | -17.5% | +97.5% | +81.6% |
| All | +80.0% | -17.3% | +97.4% | +81.6% |
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