+238.5%
TER vs IP
+21.5%
+217.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.2% | +3.3% | +4.8% |
| 7D | +0.6% | -5.3% | +5.9% | +2.3% |
| 30D | -8.3% | -10.9% | +2.6% | -5.2% |
| 3M | -12.2% | +11.2% | -23.4% | -16.3% |
| 6M | +17.1% | -10.2% | +27.3% | +18.9% |
| YTD | +84.7% | -2.0% | +86.7% | +82.0% |
| 1Y | +199.9% | -19.1% | +219.0% | +212.2% |
| All | +238.5% | +21.5% | +217.0% | +202.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling