+6,321.9%
SO vs IP
+345.0%
+5,976.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.9% |
| 7D | +1.7% | +3.4% | -1.6% | +1.3% |
| 30D | +11.1% | +11.2% | -0.1% | +9.4% |
| 3M | +0.7% | -14.8% | +15.5% | +2.7% |
| 6M | -1.4% | +17.3% | -18.7% | -4.2% |
| YTD | +9.4% | -6.2% | +15.6% | +9.0% |
| 1Y | +3.7% | +2.3% | +1.4% | +1.9% |
| 3Y | +46.7% | +17.7% | +29.0% | +38.2% |
| 5Y | +78.9% | -8.4% | +87.3% | +73.5% |
| 10Y | +180.3% | +32.1% | +148.3% | +152.0% |
| All | +6,321.9% | +345.0% | +5,976.9% | +4,253.8% |
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