+5,976.4%
SO vs IP
+364.8%
+5,611.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.0% |
| 7D | -0.2% | -5.3% | +5.1% | +0.6% |
| 30D | -4.6% | -10.9% | +6.3% | -3.1% |
| 3M | -3.0% | +11.2% | -14.2% | -4.9% |
| 6M | -8.3% | -10.2% | +2.0% | -7.7% |
| YTD | +3.5% | -2.0% | +5.5% | +2.6% |
| 1Y | -0.9% | -19.1% | +18.2% | +0.6% |
| 3Y | +45.4% | +20.9% | +24.5% | +36.6% |
| 5Y | +59.6% | -17.8% | +77.4% | +57.5% |
| 10Y | +156.6% | +23.5% | +133.1% | +132.5% |
| All | +5,976.4% | +364.8% | +5,611.6% | +3,999.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling