+299.5%
CME vs IP
+31.6%
+267.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -1.0% |
| 7D | -0.6% | -3.0% | +2.5% | -0.1% |
| 30D | +8.5% | +10.6% | -2.1% | +6.5% |
| 3M | +16.0% | -13.6% | +29.6% | +18.8% |
| 6M | +9.3% | +10.4% | -1.1% | +6.2% |
| YTD | +15.3% | -6.5% | +21.8% | +14.4% |
| 1Y | +14.4% | -2.1% | +16.5% | +12.2% |
| 3Y | +59.9% | +22.0% | +37.9% | +37.7% |
| 5Y | +69.4% | -9.7% | +79.2% | +58.2% |
| 10Y | +299.5% | +26.8% | +272.7% | +166.2% |
| All | +299.5% | +31.6% | +267.9% | +166.2% |
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