+15.9%
IP vs CAKE
+125.5%
-109.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -1.2% |
| 7D | -0.9% | -3.8% | +2.9% | +0.2% |
| 30D | +6.7% | -5.2% | +11.9% | +8.3% |
| 3M | -16.6% | -9.2% | -7.4% | -14.5% |
| 6M | +6.0% | +76.6% | -70.6% | -11.3% |
| YTD | -10.7% | +113.6% | -124.3% | -29.5% |
| 1Y | -6.7% | +134.3% | -141.0% | -28.4% |
| 3Y | +17.1% | +271.2% | -254.0% | -22.2% |
| 5Y | -14.6% | +170.3% | -184.8% | -40.3% |
| All | +15.9% | +125.5% | -109.6% | -32.2% |
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