+235.5%
EW vs IP
+26.3%
+209.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | +11.0% | -5.1% | +16.1% | +12.3% |
| 30D | +19.1% | +8.5% | +10.6% | +16.7% |
| 3M | +14.4% | -13.8% | +28.2% | +18.0% |
| 6M | +22.8% | +5.7% | +17.0% | +19.8% |
| YTD | +19.8% | -9.1% | +28.9% | +19.9% |
| 1Y | +23.9% | -0.8% | +24.7% | +21.0% |
| 3Y | +52.2% | +14.8% | +37.4% | +34.1% |
| 5Y | -13.9% | -11.5% | -2.4% | -18.2% |
| All | +235.5% | +26.3% | +209.2% | +199.2% |
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