+110.1%
NI vs IP
-11.1%
+121.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | +11.9% | +9.4% | +2.5% | +10.3% |
| 3M | +9.1% | -14.1% | +23.2% | +11.5% |
| 6M | -1.8% | +9.2% | -10.9% | -3.9% |
| YTD | +11.4% | -7.5% | +18.9% | +11.3% |
| 1Y | +6.4% | -2.8% | +9.2% | +5.2% |
| 3Y | +98.2% | +21.2% | +77.0% | +76.3% |
| 5Y | +110.1% | -11.5% | +121.5% | +104.6% |
| All | +110.1% | -11.1% | +121.1% | +104.6% |
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