+1,449.6%
NET vs IP
+26.8%
+1,422.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.5% |
| 7D | -7.0% | -5.3% | -1.7% | -5.7% |
| 30D | -4.8% | -10.9% | +6.1% | -2.0% |
| 3M | +3.8% | +11.2% | -7.3% | +0.3% |
| 6M | +50.0% | -10.2% | +60.3% | +52.2% |
| YTD | +41.5% | -2.0% | +43.5% | +39.4% |
| 1Y | +32.8% | -19.1% | +51.9% | +37.4% |
| 3Y | +335.9% | +20.9% | +315.0% | +288.8% |
| 5Y | +113.8% | -17.8% | +131.6% | +101.3% |
| All | +1,449.6% | +26.8% | +1,422.8% | +1,260.5% |
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