+264.0%
SPOT vs IP
+12.0%
+252.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.4% | -3.5% |
| 7D | -0.9% | -5.3% | +4.3% | 0.0% |
| 30D | +12.5% | -10.9% | +23.3% | +14.7% |
| 3M | +9.9% | +11.2% | -1.3% | +7.3% |
| 6M | +1.6% | -10.2% | +11.8% | +2.8% |
| YTD | -6.6% | -2.0% | -4.6% | -7.6% |
| 1Y | -22.9% | -19.1% | -3.8% | -21.0% |
| 3Y | +244.3% | +20.9% | +223.4% | +211.3% |
| 5Y | +117.8% | -17.8% | +135.6% | +112.2% |
| All | +264.0% | +12.0% | +252.0% | +216.2% |
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