+26.5%
IP vs FDS
+135.4%
-108.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.5% | +2.1% |
| 7D | -5.1% | -0.5% | -4.5% | -4.9% |
| 30D | +8.5% | +20.2% | -11.7% | +1.9% |
| 3M | -13.8% | +19.9% | -33.7% | -19.5% |
| 6M | +5.7% | +56.2% | -50.4% | -11.6% |
| YTD | -9.1% | +14.6% | -23.7% | -15.4% |
| 1Y | -0.8% | +31.6% | -32.4% | -13.4% |
| 3Y | +14.8% | -23.8% | +38.6% | +24.4% |
| 5Y | -11.5% | -22.6% | +11.0% | -6.8% |
| All | +26.5% | +135.4% | -108.8% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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