+570.5%
XYZ vs IP
+46.3%
+524.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +1.5% | +13.8% | +14.6% |
| 7D | +16.5% | +3.4% | +13.1% | +14.7% |
| 30D | +15.0% | +11.2% | +3.7% | +9.2% |
| 3M | +3.5% | -14.8% | +18.3% | +11.6% |
| 6M | +21.9% | +17.3% | +4.6% | +10.8% |
| YTD | +34.6% | -6.2% | +40.8% | +34.1% |
| 1Y | +20.7% | +2.3% | +18.4% | +14.4% |
| 3Y | +80.0% | +17.7% | +62.3% | +49.1% |
| 5Y | -64.6% | -8.4% | -56.2% | -66.1% |
| 10Y | +619.5% | +32.1% | +587.4% | +409.9% |
| All | +570.5% | +46.3% | +524.2% | +313.5% |
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