+835.7%
PM vs IP
+156.6%
+679.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | -5.2% | -5.1% | -0.2% | -4.2% |
| 30D | +2.7% | +8.5% | -5.8% | +0.8% |
| 3M | +5.2% | -13.8% | +19.1% | +8.3% |
| 6M | +17.0% | +5.7% | +11.3% | +14.3% |
| YTD | +25.5% | -9.1% | +34.6% | +25.7% |
| 1Y | +35.5% | -0.8% | +36.3% | +32.9% |
| 3Y | +143.9% | +14.8% | +129.1% | +121.8% |
| 5Y | +161.8% | -11.5% | +173.4% | +150.5% |
| 10Y | +235.9% | +27.9% | +208.0% | +182.8% |
| All | +835.7% | +156.6% | +679.2% | +612.7% |
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 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