+137.3%
CTVA vs IP
+16.3%
+120.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.1% |
| 7D | -20.8% | -0.3% | -20.5% | -20.5% |
| 30D | -29.6% | +7.9% | -37.6% | -31.6% |
| 3M | -16.9% | -15.3% | -1.6% | -12.1% |
| 6M | -24.3% | +10.5% | -34.8% | -28.0% |
| YTD | -5.6% | -9.4% | +3.8% | -5.3% |
| 1Y | -4.2% | -4.6% | +0.5% | -6.1% |
| 3Y | +43.3% | +21.2% | +22.0% | +13.7% |
| 5Y | +35.7% | -13.3% | +49.0% | +26.8% |
| All | +137.3% | +16.3% | +120.9% | +64.3% |
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