+26.8%
IP vs IT
+96.9%
-70.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.8% |
| 7D | -3.0% | -18.8% | +15.8% | +2.7% |
| 30D | +10.6% | -0.1% | +10.7% | +10.3% |
| 3M | -13.6% | +2.9% | -16.5% | -15.3% |
| 6M | +10.4% | +20.4% | -10.0% | +1.3% |
| YTD | -6.5% | -24.3% | +17.8% | -1.8% |
| 1Y | -2.1% | -17.2% | +15.0% | -0.5% |
| 3Y | +22.0% | -52.4% | +74.4% | +45.6% |
| 5Y | -9.7% | -43.7% | +34.0% | -2.7% |
| 10Y | +26.8% | +90.3% | -63.5% | -23.9% |
| All | +26.8% | +96.9% | -70.1% | -23.9% |
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