+22.9%
IP vs BEN
+57.9%
-35.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.5% | -1.3% | +0.4% |
| 7D | -5.3% | +0.2% | -5.5% | -5.3% |
| 30D | -10.9% | -0.5% | -10.3% | -10.6% |
| 3M | +11.2% | +9.7% | +1.4% | +5.9% |
| 6M | -10.2% | +33.9% | -44.1% | -22.9% |
| YTD | -2.0% | +49.0% | -51.0% | -20.4% |
| 1Y | -19.1% | +42.1% | -61.2% | -32.9% |
| 3Y | +20.9% | +51.9% | -31.0% | -6.5% |
| 5Y | -17.8% | +39.0% | -56.9% | -36.1% |
| All | +22.9% | +57.9% | -35.0% | -20.2% |
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