+17.6%
IP vs CRS
+790.4%
-772.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +2.2% |
| 7D | -0.3% | +4.8% | -5.1% | -1.8% |
| 30D | +7.9% | -23.2% | +31.1% | +15.4% |
| 3M | -15.3% | -45.5% | +30.2% | +0.2% |
| 6M | +10.5% | -33.1% | +43.6% | +22.2% |
| YTD | -9.4% | -7.2% | -2.2% | -10.1% |
| 1Y | -4.6% | -10.0% | +5.4% | -4.6% |
| 3Y | +21.2% | +332.3% | -311.1% | -29.6% |
| 5Y | -13.3% | +801.9% | -815.2% | -63.0% |
| All | +17.6% | +790.4% | -772.8% | -55.1% |
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