+15.9%
IP vs CRS
+814.8%
-798.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.3% | -1.6% |
| 7D | -0.9% | +7.4% | -8.3% | -3.1% |
| 30D | +6.7% | -21.2% | +27.9% | +13.2% |
| 3M | -16.6% | -43.3% | +26.7% | -2.4% |
| 6M | +6.0% | -29.4% | +35.4% | +15.3% |
| YTD | -10.7% | -4.7% | -6.0% | -12.1% |
| 1Y | -6.7% | -9.6% | +2.9% | -6.8% |
| 3Y | +17.1% | +355.5% | -338.3% | -33.1% |
| 5Y | -14.6% | +826.6% | -841.1% | -63.8% |
| All | +15.9% | +814.8% | -798.9% | -56.1% |
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