-78.9%
SE vs IP
-12.5%
-66.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.0% | -1.7% | -4.3% |
| 7D | -1.2% | -5.0% | +3.8% | +0.6% |
| 30D | -21.7% | +6.5% | -28.2% | -23.5% |
| 3M | -34.2% | -18.0% | -16.1% | -29.5% |
| 6M | -10.5% | +10.3% | -20.8% | -14.7% |
| YTD | -40.7% | -9.9% | -30.8% | -40.0% |
| 1Y | -52.1% | -1.1% | -51.0% | -53.5% |
| 3Y | +68.9% | +13.0% | +55.8% | +36.8% |
| 5Y | -78.9% | -12.3% | -66.6% | -79.6% |
| All | -78.9% | -12.5% | -66.4% | -79.6% |
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