+21.2%
IP vs HBM
+599.4%
-578.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.8% | -7.8% | -3.0% |
| 7D | +0.1% | +7.4% | -7.3% | -1.2% |
| 30D | -11.2% | +5.1% | -16.3% | -12.2% |
| 3M | +12.3% | +11.1% | +1.2% | +9.3% |
| 6M | -5.2% | +30.2% | -35.5% | -11.1% |
| YTD | -4.0% | +46.2% | -50.2% | -12.6% |
| 1Y | -19.2% | +120.0% | -139.3% | -32.1% |
| 3Y | +20.3% | +527.4% | -507.1% | -19.8% |
| 5Y | -17.5% | +400.4% | -417.9% | -45.4% |
| 10Y | +21.2% | +621.5% | -600.4% | -34.5% |
| All | +21.2% | +599.4% | -578.3% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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