-12.4%
IP vs CPB
-31.3%
+19.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.1% |
| 7D | -5.1% | +8.0% | -13.0% | -6.5% |
| 30D | +8.5% | +22.4% | -13.9% | +4.3% |
| 3M | -13.8% | +2.5% | -16.4% | -14.6% |
| 6M | +5.7% | +12.2% | -6.5% | +2.8% |
| YTD | -9.1% | -12.8% | +3.7% | -7.5% |
| 1Y | -0.8% | -19.2% | +18.3% | +2.4% |
| 3Y | +14.8% | -35.6% | +50.4% | +21.4% |
| All | -12.4% | -31.3% | +19.0% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling