+486.2%
MTUM vs IP
+38.7%
+447.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +1.6% |
| 7D | -10.2% | -5.1% | -5.2% | -8.9% |
| 30D | -20.9% | +8.5% | -29.4% | -22.8% |
| 3M | -17.1% | -13.8% | -3.2% | -13.9% |
| 6M | -14.5% | +5.7% | -20.2% | -17.0% |
| YTD | +2.3% | -9.1% | +11.4% | +2.4% |
| 1Y | +4.0% | -0.8% | +4.8% | +1.2% |
| 3Y | +80.7% | +14.8% | +65.9% | +61.2% |
| 5Y | +40.1% | -11.5% | +51.6% | +34.3% |
| 10Y | +285.9% | +27.9% | +258.0% | +200.5% |
| All | +486.2% | +38.7% | +447.5% | +338.1% |
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