-68.9%
XYZ vs IP
-17.2%
-51.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.9% |
| 7D | -1.0% | -5.3% | +4.3% | +1.8% |
| 30D | -1.7% | -10.9% | +9.1% | +4.2% |
| 3M | +16.7% | +11.2% | +5.6% | +8.9% |
| 6M | +26.9% | -10.2% | +37.1% | +31.7% |
| YTD | +27.1% | -2.0% | +29.1% | +24.1% |
| 1Y | +9.3% | -19.1% | +28.3% | +18.8% |
| 3Y | +42.3% | +20.9% | +21.4% | +4.1% |
| All | -68.9% | -17.2% | -51.7% | -71.7% |
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