+1,594.6%
T vs IP
+327.4%
+1,267.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +3.9% | +0.9% |
| 7D | +4.3% | -5.0% | +9.3% | +5.5% |
| 30D | -9.7% | +6.5% | -16.2% | -11.1% |
| 3M | -4.3% | -18.0% | +13.7% | -0.2% |
| 6M | -13.7% | +10.3% | -24.0% | -16.5% |
| YTD | -8.0% | -9.9% | +1.9% | -7.6% |
| 1Y | -6.9% | -1.1% | -5.9% | -8.8% |
| 3Y | +59.7% | +13.0% | +46.7% | +46.6% |
| 5Y | +53.4% | -12.3% | +65.7% | +48.0% |
| 10Y | +58.2% | +26.8% | +31.4% | +35.2% |
| All | +1,594.6% | +327.4% | +1,267.3% | +806.0% |
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