+513.5%
MTUM vs IP
+41.1%
+472.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | -4.1% | 0.0% | -4.1% | -4.0% |
| 30D | -16.6% | +9.4% | -26.0% | -18.7% |
| 3M | -13.0% | -14.1% | +1.1% | -9.6% |
| 6M | -11.3% | +9.2% | -20.5% | -14.6% |
| YTD | +7.1% | -7.5% | +14.6% | +6.7% |
| 1Y | +6.4% | -2.8% | +9.2% | +4.3% |
| 3Y | +85.9% | +21.2% | +64.7% | +63.1% |
| 5Y | +50.0% | -11.5% | +61.5% | +44.0% |
| 10Y | +299.9% | +23.7% | +276.2% | +215.1% |
| All | +513.5% | +41.1% | +472.4% | +356.4% |
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