+26.8%
IP vs CRL
+400.8%
-374.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.7% | -1.8% | +1.5% |
| 7D | -3.0% | +4.4% | -7.4% | -4.5% |
| 30D | +10.6% | +17.1% | -6.5% | +5.0% |
| 3M | -13.6% | +32.1% | -45.7% | -21.1% |
| 6M | +10.4% | +98.9% | -88.5% | -11.3% |
| YTD | -6.5% | +77.1% | -83.6% | -23.2% |
| 1Y | -2.1% | +110.3% | -112.4% | -23.7% |
| 3Y | +22.0% | +108.5% | -86.5% | -10.8% |
| 5Y | -9.7% | -7.9% | -1.9% | -15.2% |
| 10Y | +26.8% | +368.9% | -342.1% | -38.4% |
| All | +26.8% | +400.8% | -374.0% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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