+366.5%
ALL vs IP
+23.2%
+343.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -2.0% |
| 7D | 0.0% | -5.3% | +5.3% | +1.5% |
| 30D | -1.5% | -10.9% | +9.4% | +1.6% |
| 3M | +23.6% | +11.2% | +12.5% | +18.5% |
| 6M | +22.3% | -10.2% | +32.6% | +24.1% |
| YTD | +26.5% | -2.0% | +28.5% | +23.9% |
| 1Y | +27.0% | -19.1% | +46.1% | +31.6% |
| 3Y | +149.6% | +20.9% | +128.7% | +108.3% |
| 5Y | +118.1% | -17.8% | +135.9% | +111.4% |
| All | +366.5% | +23.2% | +343.3% | +244.7% |
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