+25.4%
IP vs CF
+557.2%
-531.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +6.2% | -10.1% | -5.4% |
| 7D | -5.0% | +0.4% | -5.4% | -5.2% |
| 30D | +6.5% | +2.2% | +4.3% | +5.7% |
| 3M | -18.0% | +2.1% | -20.2% | -19.1% |
| 6M | +10.3% | -6.5% | +16.9% | +10.3% |
| YTD | -9.9% | +55.6% | -65.4% | -24.2% |
| 1Y | -1.1% | +42.3% | -43.4% | -14.7% |
| 3Y | +13.0% | +55.7% | -42.7% | -8.4% |
| 5Y | -12.3% | +122.4% | -134.7% | -42.1% |
| All | +25.4% | +557.2% | -531.7% | -40.1% |
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