+202.8%
TER vs IP
-17.2%
+220.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.2% | +3.3% | +4.6% |
| 7D | +0.6% | -5.3% | +5.9% | +2.8% |
| 30D | -8.3% | -10.9% | +2.6% | -4.4% |
| 3M | -12.2% | +11.2% | -23.4% | -17.2% |
| 6M | +17.1% | -10.2% | +27.3% | +19.7% |
| YTD | +84.7% | -2.0% | +86.7% | +81.3% |
| 1Y | +199.9% | -19.1% | +219.0% | +215.5% |
| 3Y | +232.8% | +20.9% | +211.9% | +174.5% |
| All | +202.8% | -17.2% | +220.0% | +170.0% |
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