+55.2%
T vs IP
-11.1%
+66.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.8% | +0.8% |
| 7D | +2.6% | 0.0% | +2.5% | +2.5% |
| 30D | -1.1% | +9.4% | -10.5% | -2.4% |
| 3M | -7.7% | -14.1% | +6.3% | -5.9% |
| 6M | -10.6% | +9.2% | -19.8% | -12.2% |
| YTD | -7.5% | -7.5% | +0.1% | -7.3% |
| 1Y | -7.4% | -2.8% | -4.6% | -8.2% |
| 3Y | +63.1% | +21.2% | +41.8% | +46.6% |
| 5Y | +55.2% | -11.5% | +66.7% | +62.9% |
| All | +55.2% | -11.1% | +66.3% | +62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling