+112.9%
AA vs IP
+23.2%
+89.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -3.5% |
| 7D | -0.7% | -5.3% | +4.6% | +2.6% |
| 30D | +5.0% | -10.9% | +15.8% | +12.8% |
| 3M | -35.8% | +11.2% | -47.0% | -41.6% |
| 6M | -18.4% | -10.2% | -8.2% | -16.5% |
| YTD | -5.5% | -2.0% | -3.5% | -11.0% |
| 1Y | +61.0% | -19.1% | +80.1% | +72.9% |
| 3Y | +66.2% | +20.9% | +45.4% | +23.3% |
| 5Y | +11.4% | -17.8% | +29.2% | +10.9% |
| All | +112.9% | +23.2% | +89.7% | +41.3% |
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