+186.7%
B vs IP
+26.3%
+160.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.5% |
| 7D | +9.6% | -5.1% | +14.7% | +10.2% |
| 30D | +3.5% | +8.5% | -5.0% | +2.7% |
| 3M | -1.6% | -13.8% | +12.3% | -0.3% |
| 6M | -1.7% | +5.7% | -7.4% | -2.3% |
| YTD | -5.3% | -9.1% | +3.8% | -5.1% |
| 1Y | +27.2% | -0.8% | +28.0% | +26.8% |
| 3Y | +166.1% | +14.8% | +151.3% | +159.0% |
| 5Y | +136.5% | -11.5% | +148.0% | +131.5% |
| All | +186.7% | +26.3% | +160.4% | +163.2% |
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