+26.5%
IP vs AU
+733.6%
-707.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.0% | -4.2% | +0.7% |
| 7D | -5.1% | +16.5% | -21.6% | -5.6% |
| 30D | +8.5% | +3.3% | +5.3% | +8.3% |
| 3M | -13.8% | +6.8% | -20.7% | -14.1% |
| 6M | +5.7% | -3.9% | +9.7% | +5.6% |
| YTD | -9.1% | +12.9% | -22.1% | -9.5% |
| 1Y | -0.8% | +43.5% | -44.3% | -1.6% |
| 3Y | +14.8% | +445.5% | -430.7% | +10.9% |
| 5Y | -11.5% | +469.0% | -480.5% | -15.2% |
| All | +26.5% | +733.6% | -707.1% | +30.4% |
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