+758.9%
COST vs IP
+24.7%
+734.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | +4.6% | 0.0% | +4.6% | +4.6% |
| 30D | +12.8% | +9.4% | +3.4% | +11.1% |
| 3M | +12.1% | -14.1% | +26.1% | +14.6% |
| 6M | +6.0% | +9.2% | -3.2% | +3.6% |
| YTD | +24.4% | -7.5% | +31.9% | +24.3% |
| 1Y | +17.1% | -2.8% | +19.9% | +15.8% |
| 3Y | +92.2% | +21.2% | +70.9% | +74.0% |
| 5Y | +122.5% | -11.5% | +134.0% | +114.7% |
| 10Y | +758.9% | +23.7% | +735.3% | +600.6% |
| All | +758.9% | +24.7% | +734.2% | +600.6% |
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