+2,658.5%
NDAQ vs IP
+111.1%
+2,547.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.0% | +2.0% |
| 7D | +3.9% | +3.4% | +0.5% | +2.5% |
| 30D | +19.0% | +11.2% | +7.8% | +13.9% |
| 3M | +17.6% | -14.8% | +32.4% | +24.6% |
| 6M | +21.0% | +17.3% | +3.7% | +11.2% |
| YTD | +14.1% | -6.2% | +20.3% | +12.4% |
| 1Y | +29.4% | +2.3% | +27.1% | +22.6% |
| 3Y | +127.4% | +17.7% | +109.8% | +90.7% |
| 5Y | +66.1% | -8.4% | +74.5% | +51.7% |
| 10Y | +495.6% | +32.1% | +463.5% | +320.0% |
| All | +2,658.5% | +111.1% | +2,547.4% | +1,237.5% |
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