+17.6%
IP vs ET
+160.8%
-143.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | -0.3% | +2.5% | -2.8% | -1.0% |
| 30D | +7.9% | -2.5% | +10.4% | +8.6% |
| 3M | -15.3% | -4.9% | -10.5% | -14.2% |
| 6M | +10.5% | -0.1% | +10.6% | +9.9% |
| YTD | -9.4% | +26.2% | -35.6% | -16.6% |
| 1Y | -4.6% | +25.2% | -29.8% | -12.1% |
| 3Y | +21.2% | +84.2% | -62.9% | -1.3% |
| 5Y | -13.3% | +216.1% | -229.4% | -40.7% |
| All | +17.6% | +160.8% | -143.2% | -18.8% |
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