-12.3%
IP vs FIVE
+15.3%
-27.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.3% | +0.3% | -3.1% |
| 7D | -5.0% | -1.7% | -3.2% | -4.6% |
| 30D | +6.5% | +14.9% | -8.4% | +3.5% |
| 3M | -18.0% | +7.6% | -25.7% | -19.4% |
| 6M | +10.3% | +6.4% | +3.9% | +8.2% |
| YTD | -9.9% | +28.1% | -38.0% | -15.6% |
| 1Y | -1.1% | +54.7% | -55.8% | -11.1% |
| 3Y | +13.0% | +36.1% | -23.0% | -2.2% |
| 5Y | -12.3% | +14.9% | -27.1% | -27.8% |
| All | -12.3% | +15.3% | -27.6% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling