+17.4%
PM vs IP
-18.9%
+36.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.1% |
| 7D | -4.9% | -5.3% | +0.4% | -4.5% |
| 30D | -3.4% | -10.9% | +7.5% | -2.5% |
| 3M | +5.2% | +11.2% | -6.0% | +4.5% |
| 6M | +3.7% | -10.2% | +13.9% | +6.1% |
| YTD | +15.8% | -2.0% | +17.8% | +16.7% |
| 1Y | +17.4% | -19.1% | +36.5% | +20.7% |
| All | +17.4% | -18.9% | +36.2% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling