-26.5%
IP vs AUR
-56.5%
+30.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.4% | +3.4% | -1.8% |
| 7D | -0.9% | +7.9% | -8.8% | -1.3% |
| 30D | +6.7% | -18.5% | +25.2% | +7.7% |
| 3M | -16.6% | -36.7% | +20.1% | -14.7% |
| 6M | +6.0% | -39.8% | +45.7% | +8.4% |
| YTD | -10.7% | +13.3% | -24.0% | -12.2% |
| 1Y | -6.7% | +2.8% | -9.5% | -7.8% |
| 3Y | +17.1% | +139.7% | -122.5% | +7.2% |
| 5Y | -14.6% | -56.5% | +41.9% | -25.1% |
| All | -26.5% | -56.5% | +30.0% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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