+23.7%
IP vs CAG
-38.9%
+62.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -0.9% |
| 7D | 0.0% | +6.6% | -6.6% | -1.9% |
| 30D | +9.4% | +13.9% | -4.5% | +5.1% |
| 3M | -14.1% | +4.0% | -18.1% | -15.4% |
| 6M | +9.2% | +10.0% | -0.8% | +5.5% |
| YTD | -7.5% | -6.1% | -1.4% | -6.7% |
| 1Y | -2.8% | -4.3% | +1.5% | -2.4% |
| 3Y | +21.2% | -34.6% | +55.8% | +33.7% |
| 5Y | -11.5% | -39.4% | +28.0% | -1.0% |
| 10Y | +23.7% | -34.2% | +57.8% | +27.9% |
| All | +23.7% | -38.9% | +62.5% | +27.9% |
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