-47.3%
TE vs IP
-17.2%
-30.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.2% |
| 7D | -4.0% | -5.3% | +1.3% | -1.1% |
| 30D | -15.9% | -10.9% | -5.1% | -10.8% |
| 3M | -60.5% | +11.2% | -71.7% | -63.7% |
| 6M | -35.2% | -10.2% | -25.0% | -33.7% |
| YTD | -31.1% | -2.0% | -29.2% | -34.8% |
| 1Y | +148.6% | -19.1% | +167.7% | +162.4% |
| 3Y | -26.4% | +20.9% | -47.3% | -40.4% |
| All | -47.3% | -17.2% | -30.1% | -53.3% |
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