-15.2%
IP vs COMP
-56.6%
+41.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.2% | +4.2% | -3.0% |
| 7D | -5.0% | -1.8% | -3.2% | -4.8% |
| 30D | +6.5% | -0.8% | +7.3% | +6.5% |
| 3M | -18.0% | -28.1% | +10.1% | -15.0% |
| 6M | +10.3% | +27.0% | -16.7% | +6.6% |
| YTD | -9.9% | -12.8% | +2.9% | -10.0% |
| 1Y | -1.1% | +4.9% | -5.9% | -3.1% |
| 3Y | +13.0% | +321.0% | -308.0% | -6.4% |
| 5Y | -12.3% | -25.6% | +13.3% | -27.5% |
| All | -15.2% | -56.6% | +41.4% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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