+25.4%
IP vs CAPR
-69.9%
+95.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.6% | -0.4% | -3.9% |
| 7D | -5.0% | +29.7% | -34.7% | -5.3% |
| 30D | +6.5% | +11.0% | -4.4% | +6.3% |
| 3M | -18.0% | +118.8% | -136.9% | -19.2% |
| 6M | +10.3% | -73.9% | +84.2% | +11.2% |
| YTD | -9.9% | -70.2% | +60.3% | -9.5% |
| 1Y | -1.1% | +38.3% | -39.3% | -6.0% |
| 3Y | +13.0% | +199.7% | -186.6% | +4.0% |
| 5Y | -12.3% | +130.6% | -142.8% | -19.7% |
| All | +25.4% | -69.9% | +95.4% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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