+25.4%
IP vs CPB
-37.5%
+63.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.1% |
| 7D | -5.0% | +11.6% | -16.5% | -7.1% |
| 30D | +6.5% | +23.3% | -16.8% | +1.9% |
| 3M | -18.0% | +1.6% | -19.7% | -18.6% |
| 6M | +10.3% | +13.9% | -3.6% | +6.7% |
| YTD | -9.9% | -11.7% | +1.8% | -8.3% |
| 1Y | -1.1% | -18.2% | +17.2% | +2.3% |
| 3Y | +13.0% | -35.2% | +48.2% | +20.8% |
| 5Y | -12.3% | -30.5% | +18.3% | -9.0% |
| All | +25.4% | -37.5% | +63.0% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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