+22.9%
IP vs IT
+103.9%
-81.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.6% | +6.8% | +3.5% |
| 7D | -5.3% | -6.0% | +0.8% | -3.6% |
| 30D | -10.9% | 0.0% | -10.9% | -11.1% |
| 3M | +11.2% | +13.1% | -1.9% | +5.3% |
| 6M | -10.2% | +11.7% | -21.9% | -15.5% |
| YTD | -2.0% | -26.1% | +24.1% | +4.4% |
| 1Y | -19.1% | -21.3% | +2.2% | -16.4% |
| 3Y | +20.9% | -46.7% | +67.6% | +37.3% |
| 5Y | -17.8% | -40.5% | +22.7% | -13.6% |
| All | +22.9% | +103.9% | -81.0% | -21.9% |
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