+129.5%
EW vs IP
+23.2%
+106.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.4% |
| 7D | -0.3% | -5.3% | +4.9% | +0.9% |
| 30D | +1.0% | -10.9% | +11.9% | +3.7% |
| 3M | +2.8% | +11.2% | -8.4% | -0.5% |
| 6M | +5.5% | -10.2% | +15.7% | +6.9% |
| YTD | +5.5% | -2.0% | +7.4% | +3.9% |
| 1Y | +11.0% | -19.1% | +30.1% | +14.5% |
| 3Y | +17.7% | +20.9% | -3.1% | +2.7% |
| 5Y | -25.7% | -17.8% | -7.9% | -27.0% |
| All | +129.5% | +23.2% | +106.3% | +83.9% |
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