-12.3%
IP vs CAG
-38.7%
+26.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.7% | -6.7% | -4.7% |
| 7D | -5.0% | +11.4% | -16.3% | -7.9% |
| 30D | +6.5% | +16.7% | -10.1% | +1.7% |
| 3M | -18.0% | +4.5% | -22.6% | -19.4% |
| 6M | +10.3% | +13.3% | -3.0% | +5.8% |
| YTD | -9.9% | -4.2% | -5.7% | -9.3% |
| 1Y | -1.1% | -2.9% | +1.9% | -0.7% |
| 3Y | +13.0% | -33.2% | +46.2% | +23.1% |
| 5Y | -12.3% | -38.4% | +26.1% | -3.9% |
| All | -12.3% | -38.7% | +26.4% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling