+26.5%
IP vs CG
+290.3%
-263.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | -5.1% | -1.2% | -3.9% | -4.7% |
| 30D | +8.5% | +5.0% | +3.5% | +6.4% |
| 3M | -13.8% | -18.2% | +4.4% | -7.3% |
| 6M | +5.7% | -20.7% | +26.5% | +14.8% |
| YTD | -9.1% | -31.4% | +22.3% | +3.3% |
| 1Y | -0.8% | -22.3% | +21.4% | +7.4% |
| 3Y | +14.8% | +50.2% | -35.4% | -6.4% |
| 5Y | -11.5% | -22.1% | +10.5% | -12.0% |
| All | +26.5% | +290.3% | -263.8% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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