+26.5%
IP vs FE
+105.3%
-78.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +1.4% |
| 7D | -5.1% | -1.0% | -4.0% | -4.7% |
| 30D | +8.5% | +4.1% | +4.4% | +6.9% |
| 3M | -13.8% | -1.0% | -12.8% | -13.6% |
| 6M | +5.7% | +4.0% | +1.7% | +4.2% |
| YTD | -9.1% | +6.8% | -15.9% | -11.3% |
| 1Y | -0.8% | +5.3% | -6.1% | -2.8% |
| 3Y | +14.8% | +44.6% | -29.8% | -1.9% |
| 5Y | -11.5% | +44.2% | -55.7% | -25.2% |
| All | +26.5% | +105.3% | -78.8% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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