+17.6%
IP vs EL
+62.2%
-44.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.1% |
| 7D | -0.3% | +1.5% | -1.8% | -0.7% |
| 30D | +7.9% | +10.0% | -2.1% | +4.8% |
| 3M | -15.3% | +28.4% | -43.7% | -21.8% |
| 6M | +10.5% | +37.1% | -26.5% | -0.2% |
| YTD | -9.4% | +7.8% | -17.2% | -13.4% |
| 1Y | -4.6% | +26.0% | -30.7% | -13.2% |
| 3Y | +21.2% | +3.8% | +17.4% | +8.7% |
| 5Y | -13.3% | -65.2% | +51.9% | +16.3% |
| All | +17.6% | +62.2% | -44.6% | -8.8% |
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