+17.6%
IP vs BG
+111.0%
-93.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.2% | +0.9% |
| 7D | -0.3% | +2.6% | -2.9% | -1.1% |
| 30D | +7.9% | -6.7% | +14.6% | +10.2% |
| 3M | -15.3% | -9.3% | -6.1% | -13.2% |
| 6M | +10.5% | -18.3% | +28.9% | +16.6% |
| YTD | -9.4% | +16.2% | -25.6% | -16.5% |
| 1Y | -4.6% | +7.6% | -12.2% | -9.6% |
| 3Y | +21.2% | +6.6% | +14.7% | +12.5% |
| 5Y | -13.3% | +22.2% | -35.5% | -26.3% |
| All | +17.6% | +111.0% | -93.4% | -30.2% |
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