-12.3%
IP vs EL
-65.9%
+53.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.9% | 0.0% | -3.1% |
| 7D | -5.0% | -1.1% | -3.9% | -4.8% |
| 30D | +6.5% | +15.3% | -8.8% | +3.1% |
| 3M | -18.0% | +24.2% | -42.2% | -22.1% |
| 6M | +10.3% | +30.9% | -20.6% | +3.5% |
| YTD | -9.9% | +3.9% | -13.8% | -12.2% |
| 1Y | -1.1% | +19.9% | -20.9% | -6.4% |
| 3Y | +13.0% | +2.5% | +10.5% | +3.6% |
| 5Y | -12.3% | -66.7% | +54.5% | +5.3% |
| All | -12.3% | -65.9% | +53.6% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling