+114.4%
NI vs IP
-15.4%
+129.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.6% | +0.9% |
| 7D | +3.1% | -0.9% | +4.0% | +3.2% |
| 30D | +11.2% | +6.7% | +4.5% | +10.0% |
| 3M | +9.8% | -16.6% | +26.4% | +12.8% |
| 6M | -1.6% | +6.0% | -7.6% | -3.3% |
| YTD | +12.6% | -10.7% | +23.3% | +13.2% |
| 1Y | +7.8% | -6.7% | +14.5% | +7.3% |
| 3Y | +100.5% | +17.1% | +83.4% | +79.3% |
| 5Y | +114.4% | -14.6% | +129.0% | +111.2% |
| All | +114.4% | -15.4% | +129.8% | +111.2% |
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