+26.5%
IP vs EL
+56.3%
-29.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.2% |
| 7D | -5.1% | +0.8% | -5.8% | -5.3% |
| 30D | +8.5% | +16.5% | -8.0% | +3.5% |
| 3M | -13.8% | +29.2% | -43.0% | -20.6% |
| 6M | +5.7% | +27.9% | -22.2% | -2.6% |
| YTD | -9.1% | +6.2% | -15.3% | -12.8% |
| 1Y | -0.8% | +27.2% | -28.0% | -10.0% |
| 3Y | +14.8% | +3.2% | +11.6% | +3.1% |
| 5Y | -11.5% | -66.0% | +54.5% | +19.5% |
| All | +26.5% | +56.3% | -29.8% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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