+6.8%
NOW vs IP
-17.2%
+24.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.2% | -3.4% |
| 7D | -2.4% | -5.3% | +2.9% | -1.4% |
| 30D | +20.5% | -10.9% | +31.4% | +23.1% |
| 3M | +18.3% | +11.2% | +7.2% | +14.9% |
| 6M | +24.1% | -10.2% | +34.3% | +26.0% |
| YTD | -7.8% | -2.0% | -5.8% | -9.0% |
| 1Y | -21.4% | -19.1% | -2.3% | -18.6% |
| 3Y | +19.5% | +20.9% | -1.3% | +5.0% |
| All | +6.8% | -17.2% | +24.0% | +0.6% |
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