+166.6%
PM vs IP
-12.5%
+179.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.0% | -0.7% | -4.2% |
| 7D | -3.4% | -5.0% | +1.6% | -2.9% |
| 30D | +5.8% | +6.5% | -0.7% | +5.2% |
| 3M | +6.7% | -18.0% | +24.7% | +8.8% |
| 6M | +19.9% | +10.3% | +9.6% | +18.2% |
| YTD | +27.8% | -9.9% | +37.7% | +28.5% |
| 1Y | +39.4% | -1.1% | +40.4% | +38.6% |
| 3Y | +146.9% | +13.0% | +133.9% | +127.4% |
| 5Y | +166.6% | -12.3% | +178.9% | +158.2% |
| All | +166.6% | -12.5% | +179.1% | +158.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling