+337.2%
IP vs CPB
+363.2%
-26.0%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.9% | -4.4% | -0.2% |
| 7D | +3.4% | +13.0% | -9.6% | -0.2% |
| 30D | +11.2% | +20.5% | -9.3% | +5.3% |
| 3M | -14.8% | +2.2% | -17.0% | -15.7% |
| 6M | +17.3% | +15.4% | +1.9% | +11.6% |
| YTD | -6.2% | -12.3% | +6.2% | -3.8% |
| 1Y | +2.3% | -18.0% | +20.3% | +7.0% |
| 3Y | +17.7% | -35.7% | +53.3% | +29.7% |
| 5Y | -8.4% | -31.4% | +23.0% | -2.6% |
| 10Y | +32.1% | -37.6% | +69.7% | +38.3% |
| All | +337.2% | +363.2% | -26.0% | +144.1% |
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