+204.7%
CTVA vs IP
+20.0%
+184.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | +0.7% |
| 7D | +1.6% | -3.0% | +4.6% | +2.7% |
| 30D | -8.5% | +10.6% | -19.2% | -12.0% |
| 3M | +5.3% | -13.6% | +18.9% | +10.3% |
| 6M | -0.1% | +10.4% | -10.5% | -5.1% |
| YTD | +21.2% | -6.5% | +27.7% | +20.0% |
| 1Y | +27.0% | -2.1% | +29.1% | +23.1% |
| 3Y | +87.2% | +22.0% | +65.2% | +48.6% |
| 5Y | +77.9% | -9.7% | +87.6% | +63.0% |
| All | +204.7% | +20.0% | +184.6% | +108.2% |
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