+24.1%
IP vs BEN
+60.0%
-35.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.7% |
| 7D | 0.0% | +12.1% | -12.1% | -5.9% |
| 30D | +9.4% | +13.4% | -4.0% | +2.3% |
| 3M | -14.1% | +9.4% | -23.4% | -18.1% |
| 6M | +9.2% | +19.3% | -10.1% | -0.8% |
| YTD | -7.5% | +57.3% | -64.8% | -27.3% |
| 1Y | -2.8% | +69.1% | -71.9% | -26.4% |
| 3Y | +21.2% | +85.6% | -64.4% | -16.1% |
| 5Y | -11.5% | +32.9% | -44.4% | -28.8% |
| All | +24.1% | +60.0% | -35.9% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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