+22.9%
IP vs FIVE
+478.4%
-455.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.1% | -2.9% | +1.0% |
| 7D | -5.3% | +4.3% | -9.5% | -6.3% |
| 30D | -10.9% | +12.5% | -23.4% | -13.5% |
| 3M | +11.2% | +31.2% | -20.1% | +3.8% |
| 6M | -10.2% | +14.4% | -24.6% | -14.2% |
| YTD | -2.0% | +33.9% | -35.9% | -10.1% |
| 1Y | -19.1% | +65.1% | -84.1% | -29.8% |
| 3Y | +20.9% | +49.0% | -28.1% | +0.8% |
| 5Y | -17.8% | +30.3% | -48.1% | -31.9% |
| All | +22.9% | +478.4% | -455.5% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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