+21.2%
IP vs ET
+163.5%
-142.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -2.0% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | -11.2% | +6.9% | -18.1% | -13.0% |
| 3M | +12.3% | +13.1% | -0.8% | +8.0% |
| 6M | -5.2% | +18.7% | -24.0% | -10.6% |
| YTD | -4.0% | +37.4% | -41.4% | -13.5% |
| 1Y | -19.2% | +34.8% | -54.0% | -26.9% |
| 3Y | +20.3% | +96.8% | -76.5% | -3.3% |
| 5Y | -17.5% | +238.2% | -255.7% | -44.2% |
| 10Y | +21.2% | +159.4% | -138.3% | -17.6% |
| All | +21.2% | +163.5% | -142.3% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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