+23.7%
IP vs BG
+95.6%
-71.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.6% |
| 7D | 0.0% | +5.0% | -4.9% | -1.6% |
| 30D | +9.4% | -3.2% | +12.6% | +10.3% |
| 3M | -14.1% | -11.2% | -2.9% | -11.3% |
| 6M | +9.2% | -19.4% | +28.6% | +15.6% |
| YTD | -7.5% | +13.6% | -21.2% | -14.1% |
| 1Y | -2.8% | +7.3% | -10.1% | -7.8% |
| 3Y | +21.2% | +3.8% | +17.5% | +13.5% |
| 5Y | -11.5% | +23.2% | -34.7% | -25.2% |
| 10Y | +23.7% | +97.9% | -74.3% | -25.9% |
| All | +23.7% | +95.6% | -71.9% | -25.9% |
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