+1,005.1%
IP vs HBM
+613.3%
+391.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.4% |
| 7D | -5.3% | -6.4% | +1.1% | -4.0% |
| 30D | -10.9% | +5.9% | -16.8% | -12.0% |
| 3M | +11.2% | -8.9% | +20.1% | +12.0% |
| 6M | -10.2% | +10.7% | -20.9% | -13.8% |
| YTD | -2.0% | +38.3% | -40.3% | -11.0% |
| 1Y | -19.1% | +121.3% | -140.4% | -33.9% |
| 3Y | +20.9% | +450.6% | -429.7% | -22.3% |
| 5Y | -17.8% | +338.0% | -355.8% | -47.7% |
| 10Y | +23.5% | +578.6% | -555.1% | -42.2% |
| All | +1,005.1% | +613.3% | +391.8% | +213.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling