-39.0%
U vs IP
+20.1%
-59.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.8% |
| 7D | -3.8% | -5.3% | +1.5% | -1.9% |
| 30D | +17.5% | -10.9% | +28.3% | +22.2% |
| 3M | +38.7% | +11.2% | +27.6% | +31.5% |
| 6M | +104.4% | -10.2% | +114.6% | +109.3% |
| YTD | -5.7% | -2.0% | -3.7% | -8.8% |
| 1Y | +3.7% | -19.1% | +22.8% | +8.9% |
| 3Y | +12.3% | +20.9% | -8.5% | -9.4% |
| 5Y | -68.8% | -17.8% | -51.0% | -74.1% |
| All | -39.0% | +20.1% | -59.2% | -48.6% |
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