+26.5%
IP vs HBM
+376.3%
-349.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | -5.1% | -3.6% | -1.4% | -4.4% |
| 30D | +8.5% | -19.2% | +27.7% | +12.4% |
| 3M | -13.8% | -20.5% | +6.7% | -10.7% |
| 6M | +5.7% | -12.8% | +18.6% | +6.6% |
| YTD | -9.1% | +5.4% | -14.5% | -12.7% |
| 1Y | -0.8% | +33.0% | -33.8% | -8.8% |
| 3Y | +14.8% | +357.3% | -342.5% | -19.5% |
| 5Y | -11.5% | +210.4% | -221.9% | -36.5% |
| All | +26.5% | +376.3% | -349.8% | -26.6% |
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