+36.7%
PM vs IP
-0.2%
+36.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.9% |
| 7D | -5.2% | -5.1% | -0.2% | -4.9% |
| 30D | +2.7% | +8.5% | -5.8% | +2.3% |
| 3M | +6.1% | -13.8% | +20.0% | +7.4% |
| 6M | +18.0% | +5.7% | +12.3% | +18.1% |
| YTD | +26.6% | -9.1% | +35.7% | +28.6% |
| 1Y | +36.7% | -0.8% | +37.5% | +35.5% |
| All | +36.7% | -0.2% | +36.9% | +35.5% |
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