-20.0%
IP vs FRSH
-70.7%
+50.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.9% | -7.0% | -2.6% |
| 7D | -0.9% | -0.2% | -0.6% | -0.9% |
| 30D | +6.7% | -8.8% | +15.5% | +7.6% |
| 3M | -16.6% | +8.8% | -25.4% | -17.6% |
| 6M | +6.0% | +49.1% | -43.1% | +0.8% |
| YTD | -10.7% | +3.4% | -14.1% | -11.9% |
| 1Y | -6.7% | +8.8% | -15.5% | -8.6% |
| 3Y | +17.1% | -27.4% | +44.5% | +18.0% |
| 5Y | -14.6% | -66.4% | +51.9% | -18.0% |
| All | -20.0% | -70.7% | +50.7% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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