+271.2%
EW vs IP
+20.8%
+250.4%
-54.3%
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% | +0.9% |
| 7D | +4.9% | -0.3% | +5.2% | +5.0% |
| 30D | +23.9% | +7.9% | +16.0% | +21.6% |
| 3M | +15.8% | -15.3% | +31.1% | +20.0% |
| 6M | +31.7% | +10.5% | +21.1% | +27.1% |
| YTD | +25.7% | -9.4% | +35.1% | +25.9% |
| 1Y | +24.4% | -4.6% | +29.1% | +22.8% |
| 3Y | +65.9% | +21.2% | +44.6% | +43.2% |
| 5Y | -7.6% | -13.3% | +5.7% | -11.6% |
| All | +271.2% | +20.8% | +250.4% | +199.8% |
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