+49.3%
S vs INIO
-54.6%
+103.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +8.3% | -0.2% | +7.9% |
| 7D | +1.6% | -9.1% | +10.7% | +1.2% |
| 30D | -10.5% | -24.7% | +14.2% | -12.0% |
| 3M | +9.9% | -45.5% | +55.4% | +7.3% |
| All | +49.3% | -54.6% | +103.9% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 INIO 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 · Available span rolling