+23.7%
IP vs HDB
+61.4%
-37.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.4% |
| 7D | 0.0% | +12.7% | -12.7% | -4.3% |
| 30D | +9.4% | +16.6% | -7.2% | +3.3% |
| 3M | -14.1% | +10.8% | -24.8% | -17.5% |
| 6M | +9.2% | +3.8% | +5.3% | +7.0% |
| YTD | -7.5% | -28.9% | +21.4% | +3.5% |
| 1Y | -2.8% | -28.0% | +25.2% | +8.2% |
| 3Y | +21.2% | -7.2% | +28.4% | +19.8% |
| 5Y | -11.5% | -22.2% | +10.8% | -8.2% |
| 10Y | +23.7% | +63.6% | -39.9% | -6.5% |
| All | +23.7% | +61.4% | -37.7% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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