+144.5%
EXE vs IP
+0.1%
+144.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +1.2% |
| 7D | -3.9% | -3.0% | -0.9% | -3.5% |
| 30D | -2.6% | +10.6% | -13.2% | -4.2% |
| 3M | -6.9% | -13.6% | +6.7% | -4.9% |
| 6M | -9.3% | +10.4% | -19.7% | -11.8% |
| YTD | -20.7% | -6.5% | -14.2% | -21.3% |
| 1Y | -21.8% | -2.1% | -19.7% | -23.3% |
| 3Y | +16.2% | +22.0% | -5.8% | -3.7% |
| 5Y | +61.1% | -9.7% | +70.8% | +50.6% |
| All | +144.5% | +0.1% | +144.4% | +125.6% |
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