+43.7%
RF vs IP
-12.5%
+56.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.8% | -0.6% |
| 7D | -1.6% | -5.0% | +3.3% | +0.3% |
| 30D | +5.0% | +6.5% | -1.5% | +2.3% |
| 3M | -10.0% | -18.0% | +8.1% | -3.2% |
| 6M | +3.3% | +10.3% | -7.0% | -2.8% |
| YTD | +7.9% | -9.9% | +17.8% | +8.8% |
| 1Y | +21.2% | -1.1% | +22.3% | +16.7% |
| 3Y | +105.8% | +13.0% | +92.8% | +68.3% |
| 5Y | +43.7% | -12.3% | +56.0% | +38.0% |
| All | +43.7% | -12.5% | +56.2% | +38.0% |
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