+22.9%
IP vs CAG
-36.9%
+59.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.5% |
| 7D | -5.3% | -3.8% | -1.5% | -4.2% |
| 30D | -10.9% | +3.1% | -14.0% | -11.7% |
| 3M | +11.2% | +23.5% | -12.3% | +4.4% |
| 6M | -10.2% | -14.8% | +4.6% | -6.4% |
| YTD | -2.0% | -5.4% | +3.5% | -1.0% |
| 1Y | -19.1% | -11.8% | -7.3% | -16.8% |
| 3Y | +20.9% | -36.7% | +57.5% | +34.5% |
| 5Y | -17.8% | -40.3% | +22.4% | -7.7% |
| All | +22.9% | -36.9% | +59.9% | +28.4% |
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