+17.6%
IP vs CRL
+350.3%
-332.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.3% | +1.7% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +7.9% | +11.9% | -4.0% | +3.8% |
| 3M | -15.3% | +20.2% | -35.5% | -20.5% |
| 6M | +10.5% | +107.5% | -97.0% | -12.4% |
| YTD | -9.4% | +69.4% | -78.8% | -24.6% |
| 1Y | -4.6% | +99.7% | -104.4% | -24.5% |
| 3Y | +21.2% | +98.8% | -77.5% | -10.1% |
| 5Y | -13.3% | -12.4% | -0.9% | -17.3% |
| All | +17.6% | +350.3% | -332.7% | -41.8% |
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