+5,257.6%
O vs IP
+176.2%
+5,081.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.5% | +2.6% |
| 7D | +5.8% | +3.4% | +2.4% | +4.8% |
| 30D | +10.7% | +11.2% | -0.6% | +7.2% |
| 3M | -4.5% | -14.8% | +10.3% | -0.4% |
| 6M | -4.1% | +17.3% | -21.4% | -9.7% |
| YTD | +9.8% | -6.2% | +16.0% | +8.9% |
| 1Y | +11.3% | +2.3% | +9.0% | +7.3% |
| 3Y | +37.5% | +17.7% | +19.8% | +21.2% |
| 5Y | +11.3% | -8.4% | +19.7% | +4.2% |
| 10Y | +71.9% | +32.1% | +39.9% | +37.5% |
| All | +5,257.6% | +176.2% | +5,081.4% | +2,601.6% |
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 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