+5,387.7%
O vs IP
+188.5%
+5,199.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.4% |
| 7D | -0.7% | -5.3% | +4.5% | +0.8% |
| 30D | -1.9% | -10.9% | +9.0% | +1.2% |
| 3M | +3.8% | +11.2% | -7.3% | -0.2% |
| 6M | -4.7% | -10.2% | +5.5% | -3.6% |
| YTD | +12.5% | -2.0% | +14.5% | +10.4% |
| 1Y | +10.8% | -19.1% | +29.9% | +14.4% |
| 3Y | +28.8% | +20.9% | +7.9% | +12.8% |
| 5Y | +13.2% | -17.8% | +31.0% | +9.8% |
| 10Y | +53.5% | +23.5% | +29.9% | +25.6% |
| All | +5,387.7% | +188.5% | +5,199.2% | +2,639.7% |
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