-13.6%
IP vs BEN
+28.2%
-41.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | -0.3% | +6.8% | -7.1% | -3.3% |
| 30D | +7.9% | +18.0% | -10.1% | -0.1% |
| 3M | -15.3% | +7.5% | -22.8% | -18.2% |
| 6M | +10.5% | +14.7% | -4.2% | +3.4% |
| YTD | -9.4% | +56.1% | -65.5% | -26.4% |
| 1Y | -4.6% | +69.6% | -74.2% | -25.3% |
| 3Y | +21.2% | +87.7% | -66.4% | -12.8% |
| All | -13.6% | +28.2% | -41.9% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling