+217.6%
CB vs IP
+23.2%
+194.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.6% |
| 7D | +0.5% | -5.3% | +5.8% | +2.0% |
| 30D | -3.1% | -10.9% | +7.7% | 0.0% |
| 3M | +9.0% | +11.2% | -2.2% | +4.3% |
| 6M | +2.9% | -10.2% | +13.1% | +4.4% |
| YTD | +10.1% | -2.0% | +12.1% | +7.9% |
| 1Y | +22.8% | -19.1% | +41.9% | +27.3% |
| 3Y | +73.8% | +20.9% | +52.9% | +44.6% |
| 5Y | +99.2% | -17.8% | +117.0% | +93.3% |
| All | +217.6% | +23.2% | +194.5% | +135.5% |
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