+312.3%
SPOT vs IP
+3.0%
+309.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.8% | -1.4% |
| 7D | +10.3% | -5.0% | +15.2% | +11.2% |
| 30D | +25.9% | +6.5% | +19.3% | +24.4% |
| 3M | +27.4% | -18.0% | +45.4% | +31.7% |
| 6M | +46.5% | +10.3% | +36.1% | +42.8% |
| YTD | +5.8% | -9.9% | +15.7% | +6.1% |
| 1Y | -0.9% | -1.1% | +0.2% | -2.7% |
| 3Y | +261.5% | +13.0% | +248.5% | +230.3% |
| 5Y | +112.6% | -12.3% | +124.8% | +104.7% |
| All | +312.3% | +3.0% | +309.3% | +263.1% |
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