+53.4%
T vs IP
-12.5%
+65.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +3.9% | +0.5% |
| 7D | +4.3% | -5.0% | +9.3% | +5.0% |
| 30D | -9.7% | +6.5% | -16.2% | -10.5% |
| 3M | -4.3% | -18.0% | +13.7% | -1.8% |
| 6M | -13.7% | +10.3% | -24.0% | -15.3% |
| YTD | -8.0% | -9.9% | +1.9% | -7.5% |
| 1Y | -6.9% | -1.1% | -5.9% | -8.0% |
| 3Y | +59.7% | +13.0% | +46.7% | +46.1% |
| 5Y | +53.4% | -12.3% | +65.7% | +58.3% |
| All | +53.4% | -12.5% | +65.9% | +58.3% |
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