-9.7%
IP vs FND
-60.4%
+50.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.2% | +1.6% |
| 7D | -3.0% | +8.5% | -11.6% | -5.7% |
| 30D | +10.6% | +17.2% | -6.6% | +4.7% |
| 3M | -13.6% | -14.9% | +1.4% | -9.5% |
| 6M | +10.4% | +3.1% | +7.3% | +8.3% |
| YTD | -6.5% | -12.4% | +5.9% | -4.1% |
| 1Y | -2.1% | -10.0% | +7.9% | -0.5% |
| 3Y | +22.0% | -31.3% | +53.3% | +29.3% |
| 5Y | -9.7% | -60.3% | +50.6% | -4.2% |
| All | -9.7% | -60.4% | +50.7% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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