+26.5%
IP vs FTV
+109.5%
-83.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -5.1% | +0.2% | -5.3% | -5.2% |
| 30D | +8.5% | +15.7% | -7.1% | -0.9% |
| 3M | -13.8% | +7.5% | -21.4% | -17.8% |
| 6M | +5.7% | +8.5% | -2.7% | +0.4% |
| YTD | -9.1% | +18.8% | -27.9% | -18.9% |
| 1Y | -0.8% | +28.5% | -29.4% | -15.7% |
| 3Y | +14.8% | +34.0% | -19.2% | -7.5% |
| 5Y | -11.5% | +12.6% | -24.1% | -22.0% |
| All | +26.5% | +109.5% | -83.0% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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