+22.9%
IP vs EL
+31.9%
-9.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.0% | -0.8% | +1.3% |
| 7D | -5.3% | +0.8% | -6.1% | -5.5% |
| 30D | -10.9% | +19.8% | -30.7% | -15.8% |
| 3M | +11.2% | +25.7% | -14.5% | +3.5% |
| 6M | -10.2% | +5.4% | -15.7% | -12.6% |
| YTD | -2.0% | +0.2% | -2.2% | -4.1% |
| 1Y | -19.1% | +20.4% | -39.5% | -25.5% |
| 3Y | +20.9% | -32.1% | +53.0% | +25.7% |
| 5Y | -17.8% | -67.2% | +49.4% | +11.5% |
| All | +22.9% | +31.9% | -9.0% | +0.6% |
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