-65.3%
TEAM vs IP
-12.0%
-53.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +0.8% | -17.0% | -16.4% |
| 7D | -19.8% | -5.1% | -14.8% | -18.6% |
| 30D | -21.5% | +8.5% | -30.0% | -23.8% |
| 3M | +39.5% | -13.8% | +53.3% | +45.7% |
| 6M | +73.1% | +5.7% | +67.3% | +67.6% |
| YTD | -5.2% | -9.1% | +3.9% | -5.5% |
| 1Y | -1.6% | -0.8% | -0.8% | -5.4% |
| 3Y | -11.4% | +14.8% | -26.2% | -26.9% |
| All | -65.3% | -12.0% | -53.3% | -66.8% |
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