+2,653.9%
UL vs IP
+364.8%
+2,289.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.5% |
| 7D | -1.3% | -5.3% | +3.9% | -0.3% |
| 30D | +0.5% | -10.9% | +11.3% | +2.7% |
| 3M | +17.6% | +11.2% | +6.4% | +14.7% |
| 6M | -5.4% | -10.2% | +4.9% | -4.2% |
| YTD | +0.7% | -2.0% | +2.7% | -0.1% |
| 1Y | -9.3% | -19.1% | +9.8% | -6.8% |
| 3Y | +24.5% | +20.9% | +3.7% | +14.5% |
| 5Y | +23.2% | -17.8% | +41.0% | +21.3% |
| 10Y | +64.5% | +23.5% | +41.0% | +42.5% |
| All | +2,653.9% | +364.8% | +2,289.0% | +1,414.3% |
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