+26.5%
IP vs IT
+100.5%
-74.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.9% | +2.0% |
| 7D | -5.1% | -16.9% | +11.9% | -0.1% |
| 30D | +8.5% | +2.3% | +6.2% | +7.4% |
| 3M | -13.8% | +2.9% | -16.7% | -15.5% |
| 6M | +5.7% | +25.9% | -20.1% | -4.5% |
| YTD | -9.1% | -24.6% | +15.5% | -4.5% |
| 1Y | -0.8% | -16.0% | +15.2% | +0.3% |
| 3Y | +14.8% | -51.6% | +66.4% | +35.9% |
| 5Y | -11.5% | -42.6% | +31.1% | -5.6% |
| All | +26.5% | +100.5% | -74.0% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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