+44.1%
AA vs IP
+19.1%
+25.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.6% | -0.1% |
| 7D | +5.3% | -0.9% | +6.2% | +6.0% |
| 30D | -2.3% | +6.7% | -9.0% | -6.6% |
| 3M | -20.8% | -16.6% | -4.3% | -11.7% |
| 6M | -39.8% | +6.0% | -45.8% | -43.9% |
| YTD | -23.3% | -10.7% | -12.6% | -23.7% |
| 1Y | +1.8% | -6.7% | +8.5% | -2.1% |
| 3Y | +69.5% | +17.1% | +52.4% | +26.4% |
| 5Y | -18.0% | -14.6% | -3.4% | -22.0% |
| All | +44.1% | +19.1% | +25.0% | -9.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling