+99.1%
V vs IP
-12.0%
+111.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | +2.2% | -5.1% | +7.2% | +3.2% |
| 30D | +13.6% | +8.5% | +5.1% | +11.8% |
| 3M | +14.3% | -13.8% | +28.1% | +17.3% |
| 6M | +33.1% | +5.7% | +27.4% | +30.5% |
| YTD | +21.2% | -9.1% | +30.4% | +21.7% |
| 1Y | +26.4% | -0.8% | +27.3% | +24.1% |
| 3Y | +77.6% | +14.8% | +62.8% | +59.9% |
| All | +99.1% | -12.0% | +111.1% | +100.3% |
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 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