+23.7%
IP vs EXEL
+363.4%
-339.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | 0.0% | -2.4% | +2.4% | +0.4% |
| 30D | +9.4% | +17.9% | -8.5% | +6.4% |
| 3M | -14.1% | +33.3% | -47.3% | -18.1% |
| 6M | +9.2% | +46.6% | -37.4% | +2.4% |
| YTD | -7.5% | +61.0% | -68.6% | -14.9% |
| 1Y | -2.8% | +70.4% | -73.2% | -11.4% |
| 3Y | +21.2% | +236.1% | -214.9% | -2.5% |
| 5Y | -11.5% | +284.8% | -296.3% | -31.4% |
| 10Y | +23.7% | +348.4% | -324.7% | -7.5% |
| All | +23.7% | +363.4% | -339.8% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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