+117.3%
IP vs FIVE
+868.1%
-750.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.1% | -2.9% | +1.1% |
| 7D | -5.3% | +4.3% | -9.5% | -6.1% |
| 30D | -10.9% | +12.5% | -23.4% | -13.2% |
| 3M | +11.2% | +31.2% | -20.1% | +4.5% |
| 6M | -10.2% | +14.4% | -24.6% | -13.8% |
| YTD | -2.0% | +33.9% | -35.9% | -9.2% |
| 1Y | -19.1% | +65.1% | -84.1% | -28.7% |
| 3Y | +20.9% | +49.0% | -28.1% | +2.8% |
| 5Y | -17.8% | +30.3% | -48.1% | -30.4% |
| 10Y | +23.5% | +481.1% | -457.6% | -24.8% |
| All | +117.3% | +868.1% | -750.9% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling