+47.9%
SO vs IP
+13.9%
+34.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.1% |
| 7D | -1.5% | -5.1% | +3.6% | -1.3% |
| 30D | +8.1% | +8.5% | -0.4% | +7.8% |
| 3M | +0.2% | -13.8% | +14.1% | +0.6% |
| 6M | +0.4% | +5.7% | -5.4% | +0.2% |
| YTD | +8.5% | -9.1% | +17.6% | +8.6% |
| 1Y | +4.9% | -0.8% | +5.8% | +4.5% |
| 3Y | +47.9% | +14.8% | +33.1% | +36.7% |
| All | +47.9% | +13.9% | +34.0% | +36.7% |
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