+22.4%
IP vs CRS
+882.2%
-859.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.9% | -2.1% |
| 7D | -2.8% | +4.4% | -7.1% | -4.1% |
| 30D | +9.2% | -19.1% | +28.3% | +15.0% |
| 3M | -16.1% | -43.2% | +27.1% | -1.9% |
| 6M | +9.6% | -28.9% | +38.5% | +18.9% |
| YTD | -8.8% | -3.0% | -5.8% | -10.7% |
| 1Y | -5.5% | -5.3% | -0.2% | -7.0% |
| 3Y | +19.6% | +363.5% | -343.9% | -32.1% |
| 5Y | -13.5% | +858.2% | -871.6% | -63.7% |
| 10Y | +22.4% | +862.9% | -840.5% | -54.1% |
| All | +22.4% | +882.2% | -859.8% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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