+72.2%
V vs IP
-17.2%
+89.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.4% |
| 7D | -1.7% | -5.3% | +3.6% | -0.7% |
| 30D | +2.0% | -10.9% | +12.8% | +4.2% |
| 3M | +17.4% | +11.2% | +6.2% | +14.2% |
| 6M | +17.5% | -10.2% | +27.7% | +19.2% |
| YTD | +7.6% | -2.0% | +9.6% | +6.6% |
| 1Y | +7.7% | -19.1% | +26.8% | +11.3% |
| 3Y | +54.7% | +20.9% | +33.8% | +38.3% |
| All | +72.2% | -17.2% | +89.4% | +74.7% |
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