+117.4%
PM vs IP
-17.2%
+134.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.2% |
| 7D | -4.9% | -5.3% | +0.4% | -4.3% |
| 30D | -3.4% | -10.9% | +7.5% | -2.2% |
| 3M | +5.2% | +11.2% | -6.0% | +3.7% |
| 6M | +3.7% | -10.2% | +13.9% | +4.8% |
| YTD | +15.8% | -2.0% | +17.8% | +15.5% |
| 1Y | +17.4% | -19.1% | +36.5% | +19.6% |
| 3Y | +116.9% | +20.9% | +96.1% | +98.2% |
| All | +117.4% | -17.2% | +134.6% | +119.0% |
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