+23.7%
IP vs CP
+255.2%
-231.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.0% |
| 7D | 0.0% | +2.8% | -2.8% | -1.5% |
| 30D | +9.4% | +11.0% | -1.7% | +3.2% |
| 3M | -14.1% | +3.8% | -17.9% | -15.9% |
| 6M | +9.2% | +9.5% | -0.3% | +3.7% |
| YTD | -7.5% | +28.2% | -35.7% | -19.8% |
| 1Y | -2.8% | +33.0% | -35.7% | -17.3% |
| 3Y | +21.2% | +35.5% | -14.3% | -0.3% |
| 5Y | -11.5% | +25.8% | -37.3% | -25.8% |
| 10Y | +23.7% | +250.7% | -227.1% | -39.6% |
| All | +23.7% | +255.2% | -231.5% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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