-19.2%
IP vs FRSH
-72.6%
+53.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | -5.9% | -11.2% | +5.3% | -4.7% |
| 30D | -17.0% | -0.8% | -16.2% | -17.1% |
| 3M | +8.9% | +26.4% | -17.5% | +5.8% |
| 6M | -10.0% | +48.4% | -58.3% | -14.4% |
| YTD | -9.8% | -3.1% | -6.6% | -10.2% |
| 1Y | -22.6% | -8.7% | -13.9% | -22.5% |
| 3Y | +13.1% | -45.8% | +58.9% | +17.4% |
| All | -19.2% | -72.6% | +53.3% | -22.3% |
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