+22.4%
IP vs BG
+100.9%
-78.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.6% |
| 7D | -2.8% | +3.4% | -6.1% | -3.8% |
| 30D | +9.2% | -3.8% | +13.0% | +10.3% |
| 3M | -16.1% | -9.6% | -6.6% | -14.0% |
| 6M | +9.6% | -19.5% | +29.1% | +16.1% |
| YTD | -8.8% | +14.6% | -23.4% | -15.5% |
| 1Y | -5.5% | +6.6% | -12.2% | -10.2% |
| 3Y | +19.6% | +4.7% | +14.9% | +11.7% |
| 5Y | -13.5% | +22.1% | -35.5% | -26.5% |
| 10Y | +22.4% | +109.2% | -86.7% | -28.8% |
| All | +22.4% | +100.9% | -78.5% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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