-84.3%
TE vs IP
-13.5%
-70.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.5% | -3.8% |
| 7D | -19.1% | -0.3% | -18.8% | -18.9% |
| 30D | -34.1% | +7.9% | -42.1% | -36.8% |
| 3M | -60.1% | -15.3% | -44.8% | -56.5% |
| 6M | -66.0% | +10.5% | -76.5% | -68.6% |
| YTD | -71.4% | -9.4% | -62.0% | -71.8% |
| 1Y | -45.3% | -4.6% | -40.6% | -48.4% |
| 3Y | +9.1% | +21.2% | -12.1% | -15.5% |
| All | -84.3% | -13.5% | -70.8% | -85.3% |
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