+261.0%
CB vs IP
+32.8%
+228.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.6% |
| 7D | +5.3% | +3.4% | +1.9% | +4.2% |
| 30D | +13.2% | +11.2% | +2.0% | +9.7% |
| 3M | +7.8% | -14.8% | +22.5% | +12.4% |
| 6M | +15.8% | +17.3% | -1.5% | +8.3% |
| YTD | +21.0% | -6.2% | +27.1% | +19.8% |
| 1Y | +32.2% | +2.3% | +29.8% | +26.7% |
| 3Y | +76.7% | +17.7% | +59.0% | +47.5% |
| 5Y | +110.4% | -8.4% | +118.8% | +92.5% |
| 10Y | +261.0% | +32.1% | +228.9% | +173.7% |
| All | +261.0% | +32.8% | +228.1% | +173.7% |
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