+593.0%
BE vs IP
-0.2%
+593.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | +3.0% |
| 7D | -14.7% | -5.1% | -9.7% | -12.7% |
| 30D | -40.5% | +8.5% | -49.0% | -42.8% |
| 3M | -24.3% | -13.8% | -10.5% | -19.5% |
| 6M | -39.3% | +5.7% | -45.1% | -42.4% |
| YTD | +99.4% | -9.1% | +108.5% | +98.7% |
| 1Y | +26.6% | -0.8% | +27.4% | +19.8% |
| 3Y | +1,616.9% | +14.8% | +1,602.2% | +1,306.0% |
| 5Y | +441.4% | -11.5% | +452.9% | +407.9% |
| All | +593.0% | -0.2% | +593.2% | +446.0% |
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