+23.7%
IP vs EFV
+159.5%
-135.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -0.7% |
| 7D | 0.0% | +2.1% | -2.1% | -2.2% |
| 30D | +9.4% | +3.1% | +6.3% | +6.1% |
| 3M | -14.1% | -1.3% | -12.7% | -12.8% |
| 6M | +9.2% | +6.0% | +3.2% | +3.4% |
| YTD | -7.5% | +15.8% | -23.4% | -20.1% |
| 1Y | -2.8% | +21.1% | -23.9% | -19.6% |
| 3Y | +21.2% | +91.0% | -69.8% | -37.4% |
| 5Y | -11.5% | +94.3% | -105.8% | -55.6% |
| 10Y | +23.7% | +160.4% | -136.8% | -51.8% |
| All | +23.7% | +159.5% | -135.9% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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