-14.6%
IP vs BG
+21.6%
-36.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -0.9% | +1.5% | -2.3% | -1.2% |
| 30D | +6.7% | -7.0% | +13.7% | +8.3% |
| 3M | -16.6% | -10.0% | -6.6% | -15.0% |
| 6M | +6.0% | -19.8% | +25.8% | +10.6% |
| YTD | -10.7% | +14.3% | -24.9% | -16.1% |
| 1Y | -6.7% | +6.5% | -13.2% | -10.7% |
| 3Y | +17.1% | +4.4% | +12.8% | +10.8% |
| 5Y | -14.6% | +20.2% | -34.7% | -27.0% |
| All | -14.6% | +21.6% | -36.2% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling