+188.2%
B vs IP
+23.2%
+165.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.4% |
| 7D | -1.6% | -5.3% | +3.7% | -1.1% |
| 30D | +9.4% | -10.9% | +20.3% | +10.6% |
| 3M | +5.0% | +11.2% | -6.2% | +3.8% |
| 6M | -3.5% | -10.2% | +6.7% | -3.2% |
| YTD | +4.5% | -2.0% | +6.4% | +4.1% |
| 1Y | +67.8% | -19.1% | +86.9% | +69.2% |
| 3Y | +196.7% | +20.9% | +175.8% | +186.7% |
| 5Y | +151.9% | -17.8% | +169.7% | +146.2% |
| All | +188.2% | +23.2% | +165.0% | +182.5% |
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