+82.2%
UBER vs IP
+21.5%
+60.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.0% |
| 7D | -3.9% | -5.3% | +1.4% | -2.2% |
| 30D | +11.1% | -10.9% | +22.0% | +15.1% |
| 3M | +4.9% | +11.2% | -6.3% | +0.4% |
| 6M | -1.2% | -10.2% | +9.1% | +0.7% |
| YTD | -7.3% | -2.0% | -5.3% | -9.2% |
| 1Y | -17.6% | -19.1% | +1.5% | -14.4% |
| 3Y | +61.1% | +20.9% | +40.2% | +34.7% |
| 5Y | +87.9% | -17.8% | +105.7% | +83.3% |
| All | +82.2% | +21.5% | +60.7% | +47.4% |
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