+165.7%
CI vs IP
+25.2%
+140.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | 0.0% |
| 7D | +1.0% | -5.0% | +6.0% | +2.7% |
| 30D | +9.9% | +6.5% | +3.3% | +7.5% |
| 3M | +12.1% | -18.0% | +30.1% | +19.0% |
| 6M | +10.6% | +10.3% | +0.3% | +4.9% |
| YTD | +11.4% | -9.9% | +21.3% | +11.7% |
| 1Y | +18.8% | -1.1% | +19.8% | +14.8% |
| 3Y | +2.9% | +13.0% | -10.2% | -11.5% |
| 5Y | +54.5% | -12.3% | +66.8% | +45.8% |
| All | +165.7% | +25.2% | +140.5% | +71.4% |
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