+22.9%
IP vs CF
+569.3%
-546.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.4% | +3.0% |
| 7D | -5.3% | +6.0% | -11.3% | -6.7% |
| 30D | -10.9% | +14.8% | -25.7% | -14.1% |
| 3M | +11.2% | +14.1% | -2.9% | +6.8% |
| 6M | -10.2% | +28.5% | -38.8% | -19.0% |
| YTD | -2.0% | +74.9% | -76.9% | -19.4% |
| 1Y | -19.1% | +61.7% | -80.8% | -32.1% |
| 3Y | +20.9% | +80.3% | -59.5% | -5.1% |
| 5Y | -17.8% | +226.0% | -243.8% | -52.0% |
| All | +22.9% | +569.3% | -546.4% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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