+2,804.4%
UL vs IP
+327.4%
+2,477.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.0% | +5.1% | +2.0% |
| 7D | +5.5% | -5.0% | +10.5% | +6.6% |
| 30D | +11.4% | +6.5% | +4.8% | +9.9% |
| 3M | +6.0% | -18.0% | +24.0% | +10.0% |
| 6M | +18.0% | +10.3% | +7.7% | +14.9% |
| YTD | +6.2% | -9.9% | +16.1% | +7.0% |
| 1Y | +1.5% | -1.1% | +2.6% | +0.2% |
| 3Y | +39.8% | +13.0% | +26.8% | +30.1% |
| 5Y | +34.3% | -12.3% | +46.6% | +30.3% |
| 10Y | +102.6% | +26.8% | +75.8% | +74.3% |
| All | +2,804.4% | +327.4% | +2,477.0% | +1,521.5% |
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