+26.5%
IP vs CRL
+386.8%
-360.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.8% | -7.0% | -1.4% |
| 7D | -5.1% | -6.1% | +1.0% | -3.7% |
| 30D | +8.5% | +12.4% | -3.9% | +4.2% |
| 3M | -13.8% | +27.1% | -41.0% | -20.4% |
| 6M | +5.7% | +85.7% | -80.0% | -13.4% |
| YTD | -9.1% | +69.2% | -78.3% | -24.4% |
| 1Y | -0.8% | +97.5% | -98.3% | -21.3% |
| 3Y | +14.8% | +86.1% | -71.3% | -13.0% |
| 5Y | -11.5% | -10.0% | -1.5% | -16.6% |
| All | +26.5% | +386.8% | -360.3% | -39.4% |
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