+61.6%
AA vs IP
+25.2%
+36.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.0% | -1.4% | -2.8% |
| 7D | -3.7% | -5.0% | +1.3% | -0.5% |
| 30D | -10.8% | +6.5% | -17.3% | -14.7% |
| 3M | -19.1% | -18.0% | -1.0% | -8.6% |
| 6M | -38.7% | +10.3% | -49.0% | -44.5% |
| YTD | -27.1% | -9.9% | -17.3% | -28.0% |
| 1Y | +8.3% | -1.1% | +9.4% | -0.5% |
| 3Y | +49.6% | +13.0% | +36.5% | +14.8% |
| 5Y | -15.5% | -12.3% | -3.2% | -21.3% |
| All | +61.6% | +25.2% | +36.4% | -10.1% |
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