+227.6%
W vs IP
+32.7%
+194.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.5% | +9.5% | +10.0% |
| 7D | +8.4% | +3.4% | +5.0% | +6.1% |
| 30D | +16.5% | +11.2% | +5.3% | +8.7% |
| 3M | +6.4% | -14.8% | +21.2% | +17.7% |
| 6M | +90.5% | +17.3% | +73.2% | +72.0% |
| YTD | +23.1% | -6.2% | +29.2% | +26.2% |
| 1Y | +24.3% | +2.3% | +21.9% | +20.3% |
| 3Y | +149.0% | +17.7% | +131.3% | +118.5% |
| 5Y | -51.7% | -8.4% | -43.2% | -49.9% |
| 10Y | +280.1% | +32.1% | +248.0% | +193.2% |
| All | +227.6% | +32.7% | +194.8% | +131.8% |
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