+596.5%
COST vs IP
+23.4%
+573.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.4% |
| 7D | -3.1% | -5.3% | +2.1% | -2.3% |
| 30D | -2.8% | -10.9% | +8.1% | -1.1% |
| 3M | -5.7% | +11.2% | -16.8% | -7.8% |
| 6M | -8.8% | -10.2% | +1.5% | -7.8% |
| YTD | +6.7% | -2.0% | +8.6% | +5.8% |
| 1Y | -3.6% | -19.1% | +15.5% | -1.4% |
| 3Y | +75.1% | +20.9% | +54.2% | +59.5% |
| 5Y | +108.9% | -17.8% | +126.7% | +105.8% |
| All | +596.5% | +23.4% | +573.0% | +490.4% |
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