-53.6%
ROKU vs IP
-17.3%
-36.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.9% | +0.6% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | +1.5% | -11.2% | +12.7% | +6.2% |
| 3M | +25.7% | +12.3% | +13.4% | +18.1% |
| 6M | +54.5% | -5.2% | +59.7% | +54.5% |
| YTD | +43.2% | -4.0% | +47.1% | +40.6% |
| 1Y | +56.3% | -19.2% | +75.5% | +65.2% |
| 3Y | +86.1% | +20.3% | +65.8% | +35.2% |
| 5Y | -53.6% | -17.5% | -36.1% | -59.4% |
| All | -53.6% | -17.3% | -36.2% | -59.4% |
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