+675.5%
BE vs IP
+2.7%
+672.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.9% | +9.0% | +10.6% |
| 7D | -1.2% | -3.0% | +1.8% | +0.3% |
| 30D | -30.9% | +10.6% | -41.5% | -34.0% |
| 3M | -11.6% | -13.6% | +2.0% | -5.9% |
| 6M | -25.7% | +10.4% | -36.1% | -30.8% |
| YTD | +123.1% | -6.5% | +129.6% | +119.7% |
| 1Y | +43.4% | -2.1% | +45.5% | +37.2% |
| 3Y | +1,683.6% | +22.0% | +1,661.6% | +1,317.4% |
| 5Y | +465.4% | -9.7% | +475.1% | +426.1% |
| All | +675.5% | +2.7% | +672.9% | +503.9% |
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