+668.0%
BE vs IP
-0.5%
+668.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.4% | -6.4% | -5.6% |
| 7D | +10.8% | -0.3% | +11.1% | +11.0% |
| 30D | -19.8% | +7.9% | -27.7% | -22.7% |
| 3M | -18.7% | -15.3% | -3.4% | -12.7% |
| 6M | -33.7% | +10.5% | -44.3% | -38.3% |
| YTD | +121.0% | -9.4% | +130.3% | +120.5% |
| 1Y | +85.4% | -4.6% | +90.0% | +79.3% |
| 3Y | +1,709.5% | +21.2% | +1,688.3% | +1,336.5% |
| 5Y | +462.2% | -13.3% | +475.5% | +432.7% |
| All | +668.0% | -0.5% | +668.5% | +506.2% |
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