+760.6%
COST vs IP
+22.3%
+738.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.4% | +2.2% |
| 7D | +3.9% | -2.8% | +6.7% | +4.4% |
| 30D | +13.5% | +9.2% | +4.3% | +11.9% |
| 3M | +15.3% | -16.1% | +31.5% | +18.4% |
| 6M | +9.2% | +9.6% | -0.4% | +6.6% |
| YTD | +26.9% | -8.8% | +35.6% | +27.0% |
| 1Y | +19.7% | -5.5% | +25.2% | +19.0% |
| 3Y | +96.0% | +19.6% | +76.4% | +77.9% |
| 5Y | +124.0% | -13.5% | +137.5% | +117.1% |
| 10Y | +760.6% | +22.4% | +738.2% | +593.5% |
| All | +760.6% | +22.3% | +738.4% | +593.5% |
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