-14.6%
IP vs ET
+217.1%
-231.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -0.9% | +3.0% | -3.9% | -1.8% |
| 30D | +6.7% | -3.5% | +10.1% | +7.8% |
| 3M | -16.6% | -5.6% | -10.9% | -15.2% |
| 6M | +6.0% | +0.5% | +5.5% | +5.1% |
| YTD | -10.7% | +26.3% | -37.0% | -19.3% |
| 1Y | -6.7% | +25.7% | -32.3% | -15.6% |
| 3Y | +17.1% | +85.1% | -67.9% | -8.4% |
| 5Y | -14.6% | +216.4% | -230.9% | -41.3% |
| All | -14.6% | +217.1% | -231.6% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling