+102.6%
V vs IP
-12.5%
+115.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.0% | +0.8% | -2.4% |
| 7D | +2.9% | -5.0% | +7.9% | +4.0% |
| 30D | +14.0% | +6.5% | +7.5% | +12.6% |
| 3M | +14.9% | -18.0% | +32.9% | +19.1% |
| 6M | +31.7% | +10.3% | +21.4% | +28.0% |
| YTD | +21.2% | -9.9% | +31.1% | +21.9% |
| 1Y | +25.3% | -1.1% | +26.3% | +23.0% |
| 3Y | +77.5% | +13.0% | +64.5% | +60.4% |
| 5Y | +102.6% | -12.3% | +114.8% | +104.5% |
| All | +102.6% | -12.5% | +115.0% | +104.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling