+24.1%
IP vs CRS
+858.1%
-834.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.3% |
| 7D | 0.0% | +0.2% | -0.2% | -0.1% |
| 30D | +9.4% | -22.9% | +32.3% | +16.8% |
| 3M | -14.1% | -46.8% | +32.8% | +2.5% |
| 6M | +9.2% | -30.4% | +39.6% | +19.3% |
| YTD | -7.5% | -5.4% | -2.2% | -8.8% |
| 1Y | -2.8% | -9.0% | +6.2% | -3.1% |
| 3Y | +21.2% | +352.2% | -330.9% | -30.7% |
| 5Y | -11.5% | +852.2% | -863.7% | -62.9% |
| All | +24.1% | +858.1% | -834.0% | -53.1% |
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