+804.2%
TEAM vs IP
+53.5%
+750.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.0% |
| 7D | -13.7% | +3.4% | -17.1% | -14.6% |
| 30D | -3.4% | +11.2% | -14.7% | -6.2% |
| 3M | +72.1% | -14.8% | +86.9% | +78.7% |
| 6M | +103.8% | +17.3% | +86.5% | +93.7% |
| YTD | +17.1% | -6.2% | +23.3% | +16.3% |
| 1Y | +15.1% | +2.3% | +12.7% | +11.4% |
| 3Y | +7.3% | +17.7% | -10.3% | -2.0% |
| 5Y | -57.7% | -8.4% | -49.3% | -59.1% |
| 10Y | +605.9% | +32.1% | +573.8% | +482.8% |
| All | +804.2% | +53.5% | +750.7% | +540.6% |
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