+22.6%
IP vs BR
+191.0%
-168.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.4% | +5.6% | +3.9% |
| 7D | -5.3% | -5.3% | 0.0% | -2.7% |
| 30D | -10.9% | +6.4% | -17.3% | -13.8% |
| 3M | +11.2% | +13.6% | -2.5% | +3.6% |
| 6M | -10.2% | -6.7% | -3.5% | -7.9% |
| YTD | -2.0% | -21.1% | +19.1% | +9.1% |
| 1Y | -19.1% | -29.6% | +10.5% | -4.5% |
| 3Y | +20.9% | -2.4% | +23.2% | +18.7% |
| 5Y | -17.8% | +11.2% | -29.1% | -26.7% |
| All | +22.6% | +191.0% | -168.4% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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