+20.7%
XYZ vs IP
+2.3%
+18.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +1.5% | +13.8% | +14.9% |
| 7D | +16.5% | +3.4% | +13.1% | +15.5% |
| 30D | +15.0% | +11.2% | +3.7% | +11.8% |
| 3M | +3.5% | -14.8% | +18.3% | +7.5% |
| 6M | +21.9% | +17.3% | +4.6% | +17.3% |
| YTD | +34.6% | -6.2% | +40.8% | +37.9% |
| 1Y | +20.7% | +2.3% | +18.4% | +22.0% |
| All | +20.7% | +2.3% | +18.4% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling