+22.9%
IP vs CPB
-47.3%
+70.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.4% | +5.6% | +2.9% |
| 7D | -5.3% | -8.6% | +3.3% | -3.6% |
| 30D | -10.9% | -7.2% | -3.6% | -9.6% |
| 3M | +11.2% | +0.9% | +10.3% | +10.6% |
| 6M | -10.2% | -11.8% | +1.6% | -8.3% |
| YTD | -2.0% | -19.4% | +17.4% | +1.9% |
| 1Y | -19.1% | -30.4% | +11.3% | -13.4% |
| 3Y | +20.9% | -40.2% | +61.0% | +31.6% |
| 5Y | -17.8% | -39.5% | +21.7% | -12.0% |
| All | +22.9% | -47.3% | +70.3% | +38.2% |
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