+760.1%
COST vs IP
+20.8%
+739.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.2% | +1.1% |
| 7D | +5.0% | -0.3% | +5.3% | +5.0% |
| 30D | +12.8% | +7.9% | +4.9% | +11.4% |
| 3M | +15.2% | -15.3% | +30.5% | +18.0% |
| 6M | +7.4% | +10.5% | -3.1% | +4.8% |
| YTD | +29.0% | -9.4% | +38.4% | +29.4% |
| 1Y | +20.3% | -4.6% | +24.9% | +19.3% |
| 3Y | +99.0% | +21.2% | +77.8% | +79.9% |
| 5Y | +125.7% | -13.3% | +139.0% | +118.5% |
| All | +760.1% | +20.8% | +739.3% | +608.7% |
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