-68.1%
SE vs IP
-17.2%
-50.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.7% |
| 7D | -6.1% | -5.3% | -0.8% | -4.3% |
| 30D | -2.5% | -10.9% | +8.4% | +1.5% |
| 3M | +21.7% | +11.2% | +10.5% | +16.2% |
| 6M | +27.0% | -10.2% | +37.2% | +30.0% |
| YTD | -12.1% | -2.0% | -10.1% | -13.5% |
| 1Y | -40.9% | -19.1% | -21.8% | -37.8% |
| 3Y | +191.0% | +20.9% | +170.1% | +137.4% |
| All | -68.1% | -17.2% | -50.9% | -71.4% |
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