+18.2%
TER vs IP
-0.2%
+18.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.7% | +2.4% |
| 7D | -20.5% | -5.1% | -15.4% | -19.6% |
| 30D | -47.0% | +8.5% | -55.5% | -48.1% |
| 3M | -43.3% | -13.8% | -29.4% | -41.2% |
| 6M | -42.9% | +5.7% | -48.6% | -45.7% |
| YTD | +12.9% | -9.1% | +22.0% | +14.7% |
| 1Y | +18.2% | -0.8% | +19.0% | +18.7% |
| All | +18.2% | -0.2% | +18.4% | +18.7% |
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