+47.1%
RF vs IP
-10.3%
+57.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +0.9% |
| 7D | +2.3% | +3.4% | -1.1% | +0.9% |
| 30D | +7.2% | +11.2% | -4.0% | +2.7% |
| 3M | -8.2% | -14.8% | +6.6% | -2.8% |
| 6M | +7.0% | +17.3% | -10.3% | -1.8% |
| YTD | +10.3% | -6.2% | +16.5% | +9.5% |
| 1Y | +25.1% | +2.3% | +22.7% | +18.9% |
| 3Y | +110.3% | +17.7% | +92.6% | +69.3% |
| 5Y | +47.1% | -8.4% | +55.5% | +38.4% |
| All | +47.1% | -10.3% | +57.4% | +38.4% |
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