+5,476.5%
NI vs IP
+327.4%
+5,149.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | -1.1% |
| 7D | 0.0% | -5.0% | +4.9% | +1.0% |
| 30D | +10.0% | +6.5% | +3.5% | +8.5% |
| 3M | +4.3% | -18.0% | +22.3% | +8.3% |
| 6M | -6.5% | +10.3% | -16.9% | -9.4% |
| YTD | +9.3% | -9.9% | +19.2% | +9.6% |
| 1Y | +6.4% | -1.1% | +7.5% | +4.5% |
| 3Y | +89.1% | +13.0% | +76.1% | +75.5% |
| 5Y | +106.1% | -12.3% | +118.4% | +100.0% |
| 10Y | +178.5% | +26.8% | +151.7% | +141.9% |
| All | +5,476.5% | +327.4% | +5,149.1% | +3,323.1% |
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 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