+203.6%
IP vs ACWI
+356.8%
-153.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -5.3% | +0.5% | -5.8% | -5.8% |
| 30D | -10.9% | +0.9% | -11.7% | -11.7% |
| 3M | +11.2% | +2.4% | +8.8% | +8.1% |
| 6M | -10.2% | +12.4% | -22.6% | -21.9% |
| YTD | -2.0% | +15.2% | -17.1% | -17.2% |
| 1Y | -19.1% | +22.7% | -41.8% | -36.7% |
| 3Y | +20.9% | +75.8% | -54.9% | -39.4% |
| 5Y | -17.8% | +67.7% | -85.5% | -57.2% |
| 10Y | +23.5% | +229.0% | -205.5% | -72.5% |
| All | +203.6% | +356.8% | -153.2% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 all: compounded portfolio wealth divided by compounded ACWI 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…
all analysis · Full analysis span regression · 6 months rolling