+6,009.4%
TGT vs IP
+331.0%
+5,678.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | 0.0% |
| 7D | +2.6% | -5.1% | +7.7% | +4.4% |
| 30D | +5.0% | +8.5% | -3.6% | +2.1% |
| 3M | +8.5% | -13.8% | +22.4% | +13.8% |
| 6M | +23.8% | +5.7% | +18.0% | +20.0% |
| YTD | +66.5% | -9.1% | +75.6% | +67.7% |
| 1Y | +84.9% | -0.8% | +85.7% | +80.6% |
| 3Y | +59.2% | +14.8% | +44.4% | +43.8% |
| 5Y | -27.2% | -11.5% | -15.7% | -28.8% |
| 10Y | +221.5% | +27.9% | +193.5% | +162.4% |
| All | +6,009.4% | +331.0% | +5,678.4% | +2,285.8% |
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