+383.2%
CARR vs IP
+61.7%
+321.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | -4.3% | 0.0% | -4.3% | -4.3% |
| 30D | -4.2% | +9.4% | -13.6% | -7.8% |
| 3M | -16.1% | -14.1% | -2.0% | -11.3% |
| 6M | -20.1% | +9.2% | -29.2% | -24.0% |
| YTD | +1.9% | -7.5% | +9.4% | +2.2% |
| 1Y | -6.1% | -2.8% | -3.3% | -7.9% |
| 3Y | +7.3% | +21.2% | -14.0% | -12.2% |
| 5Y | +4.4% | -11.5% | +15.9% | -0.9% |
| All | +383.2% | +61.7% | +321.5% | +234.7% |
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