+26.8%
IP vs CAG
-38.3%
+65.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | -3.0% | +4.6% | -7.6% | -4.3% |
| 30D | +10.6% | +14.7% | -4.0% | +6.1% |
| 3M | -13.6% | +2.4% | -15.9% | -14.5% |
| 6M | +10.4% | +10.7% | -0.3% | +6.5% |
| YTD | -6.5% | -5.5% | -1.0% | -5.8% |
| 1Y | -2.1% | -4.6% | +2.5% | -1.6% |
| 3Y | +22.0% | -34.4% | +56.4% | +34.3% |
| 5Y | -9.7% | -39.2% | +29.4% | +0.7% |
| 10Y | +26.8% | -39.0% | +65.8% | +33.3% |
| All | +26.8% | -38.3% | +65.1% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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