+562.1%
ROKU vs IP
+3.4%
+558.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.4% |
| 7D | -1.3% | -5.3% | +3.9% | +0.3% |
| 30D | +5.9% | -10.9% | +16.7% | +9.6% |
| 3M | +23.9% | +11.2% | +12.7% | +18.7% |
| 6M | +59.6% | -10.2% | +69.8% | +62.5% |
| YTD | +43.4% | -2.0% | +45.4% | +41.0% |
| 1Y | +60.2% | -19.1% | +79.2% | +66.6% |
| 3Y | +90.4% | +20.9% | +69.5% | +64.9% |
| 5Y | -54.5% | -17.8% | -36.7% | -56.4% |
| All | +562.1% | +3.4% | +558.7% | +580.9% |
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