-8.0%
T vs IP
-2.1%
-5.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.5% |
| 7D | +1.7% | -3.0% | +4.7% | +1.9% |
| 30D | -1.7% | +10.6% | -12.3% | -2.5% |
| 3M | -7.3% | -13.6% | +6.2% | -6.4% |
| 6M | -11.2% | +10.4% | -21.6% | -11.5% |
| YTD | -8.1% | -6.5% | -1.6% | -7.9% |
| All | -8.0% | -2.1% | -5.9% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling