-37.9%
U vs IP
+15.0%
-52.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.5% | +3.4% | +4.3% |
| 7D | +7.5% | +3.4% | +4.1% | +6.0% |
| 30D | -7.0% | +11.2% | -18.3% | -10.9% |
| 3M | +20.6% | -14.8% | +35.3% | +27.1% |
| 6M | +53.2% | +17.3% | +35.9% | +41.4% |
| YTD | -3.9% | -6.2% | +2.3% | -5.9% |
| 1Y | +18.4% | +2.3% | +16.0% | +10.5% |
| 3Y | +53.6% | +17.7% | +36.0% | +24.4% |
| 5Y | -72.0% | -8.4% | -63.6% | -75.8% |
| All | -37.9% | +15.0% | -52.9% | -46.9% |
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