+32.6%
NET vs IP
-10.3%
+42.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -3.1% |
| 7D | -16.4% | +3.4% | -19.8% | -17.5% |
| 30D | -25.8% | +11.2% | -37.1% | -28.9% |
| 3M | -11.5% | -14.8% | +3.2% | -7.0% |
| 6M | +18.9% | +17.3% | +1.6% | +9.5% |
| YTD | +35.2% | -6.2% | +41.4% | +33.0% |
| 1Y | +14.5% | +2.3% | +12.1% | +7.9% |
| 3Y | +313.8% | +17.7% | +296.2% | +207.5% |
| 5Y | +32.6% | -8.4% | +41.0% | +13.7% |
| All | +32.6% | -10.3% | +42.9% | +13.7% |
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