+852.8%
PM vs IP
+154.4%
+698.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.0% | -0.7% | -3.8% |
| 7D | -3.4% | -5.0% | +1.6% | -2.3% |
| 30D | +5.8% | +6.5% | -0.7% | +4.3% |
| 3M | +6.7% | -18.0% | +24.7% | +11.0% |
| 6M | +19.9% | +10.3% | +9.6% | +16.0% |
| YTD | +27.8% | -9.9% | +37.7% | +28.3% |
| 1Y | +39.4% | -1.1% | +40.4% | +36.8% |
| 3Y | +146.9% | +13.0% | +133.9% | +125.3% |
| 5Y | +166.6% | -12.3% | +178.9% | +155.6% |
| 10Y | +242.1% | +26.8% | +215.2% | +188.5% |
| All | +852.8% | +154.4% | +698.4% | +627.1% |
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