+152.5%
EXC vs IP
+23.2%
+129.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.6% |
| 7D | +0.3% | -5.3% | +5.6% | +1.6% |
| 30D | -3.7% | -10.9% | +7.1% | -1.1% |
| 3M | -1.3% | +11.2% | -12.5% | -4.7% |
| 6M | -9.7% | -10.2% | +0.5% | -8.5% |
| YTD | +2.9% | -2.0% | +4.9% | +1.3% |
| 1Y | +4.4% | -19.1% | +23.5% | +7.7% |
| 3Y | +22.2% | +20.9% | +1.4% | +4.2% |
| 5Y | +46.7% | -17.8% | +64.5% | +42.0% |
| All | +152.5% | +23.2% | +129.3% | +84.6% |
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