+32.1%
IP vs CF
+542.5%
-510.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.4% | +5.9% | +2.6% |
| 7D | +3.4% | -6.9% | +10.3% | +5.1% |
| 30D | +11.2% | -3.7% | +15.0% | +12.1% |
| 3M | -14.8% | -5.0% | -9.8% | -14.4% |
| 6M | +17.3% | -10.5% | +27.8% | +18.6% |
| YTD | -6.2% | +46.5% | -52.7% | -19.9% |
| 1Y | +2.3% | +34.8% | -32.5% | -10.6% |
| 3Y | +17.7% | +46.7% | -29.0% | -3.1% |
| 5Y | -8.4% | +112.0% | -120.4% | -38.9% |
| 10Y | +32.1% | +529.7% | -497.6% | -36.0% |
| All | +32.1% | +542.5% | -510.4% | -36.0% |
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