+2,111.6%
NOW vs IP
+135.8%
+1,975.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.8% |
| 7D | -27.5% | +3.4% | -30.9% | -28.7% |
| 30D | -20.0% | +11.2% | -31.3% | -23.0% |
| 3M | -7.9% | -14.8% | +6.9% | -4.3% |
| 6M | +18.3% | +17.3% | +1.0% | +10.2% |
| YTD | -29.0% | -6.2% | -22.8% | -30.2% |
| 1Y | -38.7% | +2.3% | -41.0% | -41.7% |
| 3Y | -10.3% | +17.7% | -28.0% | -22.9% |
| 5Y | -22.5% | -8.4% | -14.0% | -27.5% |
| 10Y | +553.8% | +32.1% | +521.8% | +361.0% |
| All | +2,111.6% | +135.8% | +1,975.8% | +1,253.8% |
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