+328.9%
CME vs IP
+26.3%
+302.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.6% |
| 7D | +0.9% | -5.1% | +6.0% | +1.8% |
| 30D | +13.2% | +8.5% | +4.7% | +11.4% |
| 3M | +16.3% | -13.8% | +30.1% | +19.1% |
| 6M | +7.1% | +5.7% | +1.4% | +4.9% |
| YTD | +15.8% | -9.1% | +24.9% | +15.5% |
| 1Y | +17.1% | -0.8% | +17.9% | +14.3% |
| 3Y | +63.2% | +14.8% | +48.4% | +42.6% |
| 5Y | +70.2% | -11.5% | +81.7% | +59.2% |
| All | +328.9% | +26.3% | +302.6% | +162.3% |
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