+41.6%
AA vs IP
+20.8%
+20.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.7% |
| 7D | +0.5% | -0.3% | +0.8% | +0.7% |
| 30D | -0.6% | +7.9% | -8.5% | -5.7% |
| 3M | -19.7% | -15.3% | -4.3% | -11.2% |
| 6M | -41.6% | +10.5% | -52.1% | -47.0% |
| YTD | -24.6% | -9.4% | -15.3% | -25.7% |
| 1Y | +4.9% | -4.6% | +9.5% | -0.7% |
| 3Y | +66.8% | +21.2% | +45.6% | +21.2% |
| 5Y | -19.4% | -13.3% | -6.1% | -24.1% |
| All | +41.6% | +20.8% | +20.7% | -11.8% |
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