+26.8%
IP vs A
+328.7%
-301.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +1.4% |
| 7D | -3.0% | +4.8% | -7.8% | -5.2% |
| 30D | +10.6% | +5.6% | +5.0% | +7.6% |
| 3M | -13.6% | +23.6% | -37.2% | -22.3% |
| 6M | +10.4% | +56.4% | -45.9% | -12.1% |
| YTD | -6.5% | +33.4% | -39.9% | -20.0% |
| 1Y | -2.1% | +23.7% | -25.8% | -13.1% |
| 3Y | +22.0% | +71.0% | -49.0% | -11.3% |
| 5Y | -9.7% | +16.8% | -26.6% | -22.0% |
| 10Y | +26.8% | +323.8% | -297.0% | -45.3% |
| All | +26.8% | +328.7% | -301.9% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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