+23.7%
IP vs AU
+750.1%
-726.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.6% | +4.4% | -0.9% |
| 7D | 0.0% | +15.3% | -15.3% | -0.5% |
| 30D | +9.4% | -0.3% | +9.7% | +9.3% |
| 3M | -14.1% | -2.9% | -11.2% | -14.0% |
| 6M | +9.2% | -10.7% | +19.9% | +9.2% |
| YTD | -7.5% | +14.0% | -21.5% | -8.0% |
| 1Y | -2.8% | +32.5% | -35.3% | -3.5% |
| 3Y | +21.2% | +557.9% | -536.7% | +16.7% |
| 5Y | -11.5% | +441.0% | -452.5% | -15.4% |
| 10Y | +23.7% | +816.9% | -793.3% | +27.2% |
| All | +23.7% | +750.1% | -726.4% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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