+16.8%
IP vs AS
+139.2%
-122.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.1% | -3.6% | +0.3% |
| 7D | +3.4% | +13.8% | -10.4% | +0.3% |
| 30D | +11.2% | +16.7% | -5.4% | +7.2% |
| 3M | -14.8% | -11.5% | -3.3% | -12.6% |
| 6M | +17.3% | -5.5% | +22.8% | +18.6% |
| YTD | -6.2% | -14.2% | +8.0% | -3.8% |
| 1Y | +2.3% | +2.1% | +0.3% | +1.6% |
| All | +16.8% | +139.2% | -122.4% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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