+127.9%
IP vs AU
+661.9%
-534.0%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.0% | -4.2% | +0.3% |
| 7D | -5.1% | +16.5% | -21.6% | -6.5% |
| 30D | +8.5% | +3.3% | +5.3% | +8.1% |
| 3M | -13.8% | +6.8% | -20.7% | -14.7% |
| 6M | +5.7% | -3.9% | +9.7% | +5.6% |
| YTD | -9.1% | +12.9% | -22.1% | -11.2% |
| 1Y | -0.8% | +43.5% | -44.3% | -5.5% |
| 3Y | +14.8% | +445.5% | -430.7% | -6.8% |
| 5Y | -11.5% | +469.0% | -480.5% | -30.1% |
| 10Y | +27.9% | +698.3% | -670.4% | -10.2% |
| All | +127.9% | +661.9% | -534.0% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling