+145.0%
CI vs IP
+23.2%
+121.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -2.0% |
| 7D | +1.3% | -5.3% | +6.6% | +3.0% |
| 30D | +4.4% | -10.9% | +15.3% | +8.3% |
| 3M | +0.7% | +11.2% | -10.5% | -4.1% |
| 6M | +0.3% | -10.2% | +10.6% | +2.1% |
| YTD | +3.8% | -2.0% | +5.8% | +1.6% |
| 1Y | -5.5% | -19.1% | +13.6% | -0.6% |
| 3Y | +8.1% | +20.9% | -12.7% | -8.7% |
| 5Y | +42.8% | -17.8% | +60.6% | +41.5% |
| All | +145.0% | +23.2% | +121.8% | +75.6% |
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