+26.5%
IP vs AR
+44.3%
-17.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.0% |
| 7D | -5.1% | -14.3% | +9.2% | -3.2% |
| 30D | +8.5% | +1.4% | +7.1% | +8.2% |
| 3M | -13.8% | +3.4% | -17.2% | -14.5% |
| 6M | +5.7% | -2.1% | +7.8% | +5.3% |
| YTD | -9.1% | +4.7% | -13.8% | -11.0% |
| 1Y | -0.8% | +10.6% | -11.4% | -3.7% |
| 3Y | +14.8% | +24.6% | -9.8% | +7.1% |
| 5Y | -11.5% | +71.9% | -83.4% | -23.6% |
| All | +26.5% | +44.3% | -17.8% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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