+150.1%
EXE vs IP
-1.0%
+151.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.5% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -0.3% | +9.4% | -9.7% | -1.8% |
| 3M | -9.3% | -14.1% | +4.7% | -7.4% |
| 6M | -7.2% | +9.2% | -16.4% | -9.6% |
| YTD | -18.9% | -7.5% | -11.4% | -19.3% |
| 1Y | -21.7% | -2.8% | -18.9% | -23.1% |
| 3Y | +21.0% | +21.2% | -0.3% | +0.2% |
| 5Y | +76.0% | -11.5% | +87.5% | +65.5% |
| All | +150.1% | -1.0% | +151.2% | +131.1% |
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