+22.9%
IP vs ET
+174.7%
-151.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | -5.3% | +0.9% | -6.2% | -5.5% |
| 30D | -10.9% | +7.5% | -18.3% | -12.8% |
| 3M | +11.2% | +11.4% | -0.2% | +7.4% |
| 6M | -10.2% | +18.5% | -28.8% | -15.2% |
| YTD | -2.0% | +37.4% | -39.4% | -11.7% |
| 1Y | -19.1% | +30.9% | -50.0% | -26.1% |
| 3Y | +20.9% | +98.7% | -77.9% | -3.2% |
| 5Y | -17.8% | +230.7% | -248.5% | -44.0% |
| All | +22.9% | +174.7% | -151.7% | -17.3% |
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