+26.5%
IP vs BEN
+62.2%
-35.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.9% | -1.6% |
| 7D | -5.1% | +6.6% | -11.7% | -8.2% |
| 30D | +8.5% | +3.8% | +4.7% | +6.3% |
| 3M | -13.8% | +0.2% | -14.1% | -14.0% |
| 6M | +5.7% | +10.4% | -4.7% | +0.1% |
| YTD | -9.1% | +46.2% | -55.3% | -25.6% |
| 1Y | -0.8% | +52.3% | -53.1% | -20.6% |
| 3Y | +14.8% | +65.9% | -51.1% | -15.3% |
| 5Y | -11.5% | +20.6% | -32.1% | -24.9% |
| All | +26.5% | +62.2% | -35.7% | -16.7% |
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