+533.2%
XYZ vs IP
+52.8%
+480.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.8% |
| 7D | -1.0% | -5.3% | +4.3% | +1.7% |
| 30D | -1.7% | -10.9% | +9.1% | +3.9% |
| 3M | +16.7% | +11.2% | +5.6% | +9.5% |
| 6M | +26.9% | -10.2% | +37.1% | +30.9% |
| YTD | +27.1% | -2.0% | +29.1% | +24.3% |
| 1Y | +9.3% | -19.1% | +28.3% | +17.0% |
| 3Y | +42.3% | +20.9% | +21.4% | +16.6% |
| 5Y | -69.3% | -17.8% | -51.5% | -69.2% |
| 10Y | +586.8% | +23.5% | +563.3% | +398.5% |
| All | +533.2% | +52.8% | +480.4% | +283.2% |
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