-12.4%
IP vs BEN
+19.4%
-31.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.9% | -1.3% |
| 7D | -5.1% | +6.6% | -11.7% | -7.9% |
| 30D | +8.5% | +3.8% | +4.7% | +6.5% |
| 3M | -13.8% | +0.2% | -14.1% | -14.0% |
| 6M | +5.7% | +10.4% | -4.7% | +0.7% |
| YTD | -9.1% | +46.2% | -55.3% | -23.8% |
| 1Y | -0.8% | +52.3% | -53.1% | -18.5% |
| 3Y | +14.8% | +65.9% | -51.1% | -12.4% |
| All | -12.4% | +19.4% | -31.8% | -27.5% |
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