+90.1%
RF vs IP
-17.2%
+107.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.9% |
| 7D | +1.3% | -5.3% | +6.6% | +3.5% |
| 30D | -3.6% | -10.9% | +7.2% | +0.7% |
| 3M | +8.1% | +11.2% | -3.1% | +2.1% |
| 6M | +11.5% | -10.2% | +21.7% | +14.5% |
| YTD | +15.6% | -2.0% | +17.6% | +13.1% |
| 1Y | +15.7% | -19.1% | +34.8% | +22.9% |
| 3Y | +86.9% | +20.9% | +66.0% | +50.3% |
| All | +90.1% | -17.2% | +107.3% | +91.2% |
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