+22.6%
IP vs BG
+148.6%
-126.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.6% |
| 7D | -5.3% | +2.8% | -8.1% | -6.3% |
| 30D | -10.9% | +12.0% | -22.9% | -14.5% |
| 3M | +11.2% | -7.7% | +18.9% | +13.3% |
| 6M | -10.2% | +4.5% | -14.7% | -13.0% |
| YTD | -2.0% | +35.7% | -37.7% | -13.6% |
| 1Y | -19.1% | +50.1% | -69.2% | -31.6% |
| 3Y | +20.9% | +12.6% | +8.2% | +11.3% |
| 5Y | -17.8% | +75.4% | -93.2% | -38.7% |
| All | +22.6% | +148.6% | -126.0% | -29.0% |
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