+43.2%
TER vs IP
+2.3%
+40.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.5% | -8.3% | -7.1% |
| 7D | -19.9% | +3.4% | -23.3% | -20.6% |
| 30D | -43.5% | +11.2% | -54.8% | -45.0% |
| 3M | -37.8% | -14.8% | -23.0% | -35.2% |
| 6M | -25.6% | +17.3% | -42.9% | -31.1% |
| YTD | +29.8% | -6.2% | +36.0% | +31.2% |
| 1Y | +43.2% | +2.3% | +40.8% | +43.7% |
| All | +43.2% | +2.3% | +40.9% | +43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling