+26.5%
IP vs CFG
+242.7%
-216.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.3% |
| 7D | -5.1% | -0.9% | -4.2% | -4.6% |
| 30D | +8.5% | +1.1% | +7.4% | +8.0% |
| 3M | -13.8% | -12.0% | -1.8% | -8.8% |
| 6M | +5.7% | -2.2% | +8.0% | +6.8% |
| YTD | -9.1% | +11.4% | -20.5% | -13.8% |
| 1Y | -0.8% | +27.8% | -28.7% | -11.6% |
| 3Y | +14.8% | +173.3% | -158.5% | -29.6% |
| 5Y | -11.5% | +62.4% | -74.0% | -33.6% |
| All | +26.5% | +242.7% | -216.2% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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