+163.6%
W vs IP
+38.7%
+124.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +1.1% |
| 7D | -4.2% | -5.3% | +1.1% | -0.6% |
| 30D | -7.6% | -10.9% | +3.3% | -0.4% |
| 3M | +37.2% | +11.2% | +26.0% | +28.3% |
| 6M | +26.3% | -10.2% | +36.6% | +35.1% |
| YTD | -1.0% | -2.0% | +1.0% | -0.9% |
| 1Y | +20.1% | -19.1% | +39.2% | +34.3% |
| 3Y | +37.8% | +20.9% | +16.9% | +19.2% |
| 5Y | -63.7% | -17.8% | -45.8% | -60.5% |
| 10Y | +156.3% | +23.5% | +132.8% | +100.7% |
| All | +163.6% | +38.7% | +124.9% | +82.1% |
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