+111.7%
NI vs IP
-13.5%
+125.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.3% |
| 7D | +4.3% | -0.3% | +4.6% | +4.3% |
| 30D | +12.4% | +7.9% | +4.4% | +11.0% |
| 3M | +10.2% | -15.3% | +25.5% | +12.8% |
| 6M | -0.8% | +10.5% | -11.3% | -3.2% |
| YTD | +13.2% | -9.4% | +22.6% | +13.6% |
| 1Y | +10.1% | -4.6% | +14.7% | +9.2% |
| 3Y | +103.1% | +21.2% | +81.9% | +80.1% |
| All | +111.7% | -13.5% | +125.2% | +108.1% |
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 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