+319.9%
IP vs CPB
+366.5%
-46.6%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.2% |
| 7D | -5.0% | +11.6% | -16.5% | -7.9% |
| 30D | +6.5% | +23.3% | -16.8% | +0.2% |
| 3M | -18.0% | +1.6% | -19.7% | -18.8% |
| 6M | +10.3% | +13.9% | -3.6% | +5.3% |
| YTD | -9.9% | -11.7% | +1.8% | -7.8% |
| 1Y | -1.1% | -18.2% | +17.2% | +3.5% |
| 3Y | +13.0% | -35.2% | +48.2% | +24.3% |
| 5Y | -12.3% | -30.5% | +18.3% | -7.1% |
| 10Y | +26.8% | -37.1% | +64.0% | +32.6% |
| All | +319.9% | +366.5% | -46.6% | +134.0% |
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 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