+21.2%
IP vs CAKE
+157.8%
-136.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | +0.1% | -1.1% | +1.1% | +0.4% |
| 30D | -11.2% | +0.4% | -11.7% | -11.5% |
| 3M | +12.3% | +59.9% | -47.6% | -2.8% |
| 6M | -5.2% | +75.1% | -80.3% | -20.4% |
| YTD | -4.0% | +115.0% | -119.0% | -24.2% |
| 1Y | -19.2% | +81.6% | -100.8% | -33.1% |
| 3Y | +20.3% | +279.1% | -258.8% | -20.5% |
| 5Y | -17.5% | +170.6% | -188.1% | -42.5% |
| 10Y | +21.2% | +160.3% | -139.1% | -30.3% |
| All | +21.2% | +157.8% | -136.7% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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