+22.9%
IP vs CG
+359.8%
-336.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.8% |
| 7D | -5.3% | -4.3% | -0.9% | -3.7% |
| 30D | -10.9% | -5.1% | -5.8% | -9.2% |
| 3M | +11.2% | +8.7% | +2.5% | +7.4% |
| 6M | -10.2% | -9.2% | -1.0% | -7.6% |
| YTD | -2.0% | -18.9% | +16.9% | +4.7% |
| 1Y | -19.1% | -25.6% | +6.5% | -11.1% |
| 3Y | +20.9% | +57.3% | -36.4% | -3.3% |
| 5Y | -17.8% | +10.2% | -28.0% | -28.9% |
| All | +22.9% | +359.8% | -336.8% | -38.5% |
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