+32.9%
W vs IP
+21.5%
+11.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +0.9% |
| 7D | -4.2% | -5.3% | +1.1% | -0.3% |
| 30D | -7.6% | -10.9% | +3.3% | +0.3% |
| 3M | +37.2% | +11.2% | +26.0% | +27.4% |
| 6M | +26.3% | -10.2% | +36.6% | +34.7% |
| YTD | -1.0% | -2.0% | +1.0% | -1.6% |
| 1Y | +20.1% | -19.1% | +39.2% | +35.1% |
| All | +32.9% | +21.5% | +11.4% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling