-25.4%
IP vs AUR
-57.9%
+32.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.7% | +1.6% |
| 7D | -0.3% | -4.5% | +4.2% | 0.0% |
| 30D | +7.9% | -16.6% | +24.6% | +8.8% |
| 3M | -15.3% | -38.5% | +23.1% | -13.3% |
| 6M | +10.5% | -49.9% | +60.4% | +14.2% |
| YTD | -9.4% | +9.6% | -19.0% | -10.7% |
| 1Y | -4.6% | +1.2% | -5.8% | -5.7% |
| 3Y | +21.2% | +128.8% | -107.6% | +11.2% |
| 5Y | -13.3% | -57.9% | +44.6% | -23.9% |
| All | -25.4% | -57.9% | +32.5% | -35.1% |
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