+22.9%
IP vs CFG
+317.4%
-294.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -5.3% | +1.5% | -6.8% | -5.9% |
| 30D | -10.9% | -3.8% | -7.0% | -9.3% |
| 3M | +11.2% | +11.5% | -0.3% | +5.9% |
| 6M | -10.2% | +19.2% | -29.4% | -17.1% |
| YTD | -2.0% | +23.7% | -25.7% | -11.3% |
| 1Y | -19.1% | +38.8% | -57.9% | -30.7% |
| 3Y | +20.9% | +178.9% | -158.1% | -26.8% |
| 5Y | -17.8% | +101.8% | -119.6% | -44.3% |
| All | +22.9% | +317.4% | -294.5% | -44.3% |
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