-58.4%
TEAM vs IP
-12.5%
-45.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.0% | +0.5% | -2.2% |
| 7D | -10.2% | -5.0% | -5.2% | -8.8% |
| 30D | -5.5% | +6.5% | -12.0% | -7.7% |
| 3M | +61.7% | -18.0% | +79.8% | +71.7% |
| 6M | +98.5% | +10.3% | +88.2% | +89.3% |
| YTD | +13.0% | -9.9% | +22.9% | +13.1% |
| 1Y | +13.5% | -1.1% | +14.6% | +9.2% |
| 3Y | +3.6% | +13.0% | -9.4% | -13.8% |
| 5Y | -58.4% | -12.3% | -46.1% | -59.7% |
| All | -58.4% | -12.5% | -45.9% | -59.7% |
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