+303.4%
CME vs IP
+20.8%
+282.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | +0.5% |
| 7D | +3.9% | -0.3% | +4.2% | +4.0% |
| 30D | +11.3% | +7.9% | +3.4% | +9.7% |
| 3M | +19.6% | -15.3% | +34.9% | +22.8% |
| 6M | +8.1% | +10.5% | -2.4% | +4.9% |
| YTD | +20.4% | -9.4% | +29.8% | +20.1% |
| 1Y | +16.5% | -4.6% | +21.1% | +14.7% |
| 3Y | +66.4% | +21.2% | +45.2% | +43.0% |
| 5Y | +74.5% | -13.3% | +87.8% | +64.4% |
| All | +303.4% | +20.8% | +282.5% | +188.2% |
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