+22.4%
IP vs IT
+93.0%
-70.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -2.0% |
| 7D | -2.8% | -6.8% | +4.1% | -0.8% |
| 30D | +9.2% | -0.6% | +9.8% | +9.0% |
| 3M | -16.1% | +3.1% | -19.2% | -17.8% |
| 6M | +9.6% | +25.5% | -15.9% | -0.8% |
| YTD | -8.8% | -23.5% | +14.7% | -4.5% |
| 1Y | -5.5% | -16.6% | +11.1% | -4.1% |
| 3Y | +19.6% | -53.1% | +72.7% | +43.8% |
| 5Y | -13.5% | -41.4% | +28.0% | -8.2% |
| 10Y | +22.4% | +90.9% | -68.5% | -27.0% |
| All | +22.4% | +93.0% | -70.6% | -27.0% |
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