-28.6%
U vs IP
+10.5%
-39.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -4.0% | +18.9% | +16.3% |
| 7D | +24.3% | -5.0% | +29.2% | +26.1% |
| 30D | +8.6% | +6.5% | +2.0% | +5.5% |
| 3M | +37.6% | -18.0% | +55.6% | +46.8% |
| 6M | +78.5% | +10.3% | +68.2% | +68.2% |
| YTD | +10.5% | -9.9% | +20.4% | +9.5% |
| 1Y | +15.2% | -1.1% | +16.3% | +8.5% |
| 3Y | +76.6% | +13.0% | +63.5% | +44.7% |
| 5Y | -67.9% | -12.3% | -55.6% | -72.0% |
| All | -28.6% | +10.5% | -39.1% | -38.3% |
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