+356.7%
IP vs CPB
+325.7%
+31.0%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.4% | +5.6% | +3.2% |
| 7D | -5.3% | -8.6% | +3.3% | -2.9% |
| 30D | -10.9% | -7.2% | -3.6% | -9.1% |
| 3M | +11.2% | +0.9% | +10.3% | +10.3% |
| 6M | -10.2% | -11.8% | +1.6% | -7.6% |
| YTD | -2.0% | -19.4% | +17.4% | +3.3% |
| 1Y | -19.1% | -30.4% | +11.3% | -11.2% |
| 3Y | +20.9% | -40.2% | +61.0% | +36.2% |
| 5Y | -17.8% | -39.5% | +21.7% | -9.1% |
| 10Y | +23.5% | -47.4% | +70.9% | +36.7% |
| All | +356.7% | +325.7% | +31.0% | +162.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling