-21.0%
IP vs AUR
-34.9%
+13.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.7% | -2.2% |
| 7D | +0.1% | +19.2% | -19.1% | -0.9% |
| 30D | -11.2% | -7.8% | -3.5% | -10.9% |
| 3M | +12.3% | +4.0% | +8.3% | +11.8% |
| 6M | -5.2% | +45.0% | -50.2% | -7.7% |
| YTD | -4.0% | +69.5% | -73.5% | -7.5% |
| 1Y | -19.2% | +13.0% | -32.2% | -20.6% |
| 3Y | +20.3% | +90.4% | -70.0% | +11.3% |
| 5Y | -17.5% | -34.2% | +16.7% | -29.1% |
| All | -21.0% | -34.9% | +13.9% | -32.7% |
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