+15.9%
IP vs AU
+832.2%
-816.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.8% | +2.7% | -1.9% |
| 7D | -0.9% | -1.1% | +0.2% | -0.8% |
| 30D | +6.7% | -4.4% | +11.1% | +6.8% |
| 3M | -16.6% | -10.0% | -6.6% | -16.3% |
| 6M | +6.0% | -14.5% | +20.5% | +6.2% |
| YTD | -10.7% | +6.4% | -17.1% | -10.9% |
| 1Y | -6.7% | +7.7% | -14.4% | -6.9% |
| 3Y | +17.1% | +514.1% | -497.0% | +13.3% |
| 5Y | -14.6% | +386.5% | -401.1% | -18.0% |
| All | +15.9% | +832.2% | -816.2% | +19.1% |
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