+599.3%
MTUM vs IP
+49.6%
+549.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.2% |
| 7D | +1.7% | -5.3% | +7.0% | +3.2% |
| 30D | -1.7% | -10.9% | +9.2% | +1.4% |
| 3M | -6.3% | +11.2% | -17.5% | -9.9% |
| 6M | +21.8% | -10.2% | +32.1% | +23.7% |
| YTD | +22.0% | -2.0% | +24.0% | +20.0% |
| 1Y | +25.3% | -19.1% | +44.4% | +29.8% |
| 3Y | +112.1% | +20.9% | +91.3% | +87.2% |
| 5Y | +76.2% | -17.8% | +94.0% | +74.2% |
| 10Y | +340.1% | +23.5% | +316.6% | +248.3% |
| All | +599.3% | +49.6% | +549.7% | +413.3% |
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 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