+26.8%
IP vs ED
+132.0%
-105.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +3.0% |
| 7D | -3.0% | -0.1% | -3.0% | -3.0% |
| 30D | +10.6% | +11.6% | -1.0% | +6.0% |
| 3M | -13.6% | +10.5% | -24.1% | -17.0% |
| 6M | +10.4% | +13.2% | -2.8% | +4.9% |
| YTD | -6.5% | +22.1% | -28.6% | -14.2% |
| 1Y | -2.1% | +24.2% | -26.3% | -11.0% |
| 3Y | +22.0% | +46.9% | -24.9% | -0.2% |
| 5Y | -9.7% | +80.8% | -90.5% | -34.3% |
| 10Y | +26.8% | +134.3% | -107.5% | -10.0% |
| All | +26.8% | +132.0% | -105.2% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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