+70.1%
SE vs IP
+12.9%
+57.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.0% | -1.7% | -4.9% |
| 7D | -1.2% | -5.0% | +3.8% | -0.2% |
| 30D | -21.7% | +6.5% | -28.2% | -22.6% |
| 3M | -34.2% | -18.0% | -16.1% | -31.8% |
| 6M | -10.5% | +10.3% | -20.8% | -12.2% |
| YTD | -40.7% | -9.9% | -30.8% | -40.3% |
| 1Y | -52.1% | -1.1% | -51.0% | -52.4% |
| All | +70.1% | +12.9% | +57.1% | +122.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling