+26.5%
IP vs A
+319.7%
-293.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | 0.0% |
| 7D | -5.1% | -0.1% | -5.0% | -5.1% |
| 30D | +8.5% | +3.4% | +5.2% | +6.7% |
| 3M | -13.8% | +23.8% | -37.7% | -22.6% |
| 6M | +5.7% | +49.0% | -43.3% | -13.9% |
| YTD | -9.1% | +29.4% | -38.5% | -21.2% |
| 1Y | -0.8% | +19.4% | -20.2% | -10.4% |
| 3Y | +14.8% | +66.2% | -51.4% | -15.4% |
| 5Y | -11.5% | +15.8% | -27.3% | -23.5% |
| All | +26.5% | +319.7% | -293.2% | -44.7% |
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