+26.8%
IP vs FDS
+135.1%
-108.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | -3.0% | -5.0% | +1.9% | -1.4% |
| 30D | +10.6% | +13.8% | -3.2% | +5.8% |
| 3M | -13.6% | +14.8% | -28.4% | -18.1% |
| 6M | +10.4% | +47.4% | -37.0% | -5.6% |
| YTD | -6.5% | +14.2% | -20.6% | -12.9% |
| 1Y | -2.1% | +26.6% | -28.8% | -13.1% |
| 3Y | +22.0% | -24.4% | +46.4% | +32.6% |
| 5Y | -9.7% | -22.6% | +12.9% | -4.9% |
| 10Y | +26.8% | +130.0% | -103.2% | -19.5% |
| All | +26.8% | +135.1% | -108.3% | -19.5% |
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