-17.5%
IP vs KEYS
+84.5%
-102.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.5% |
| 7D | +0.1% | +4.4% | -4.3% | -1.0% |
| 30D | -11.2% | -2.2% | -9.0% | -10.9% |
| 3M | +12.3% | +0.5% | +11.8% | +11.2% |
| 6M | -5.2% | +22.4% | -27.6% | -11.8% |
| YTD | -4.0% | +64.1% | -68.1% | -19.2% |
| 1Y | -19.2% | +97.0% | -116.2% | -36.4% |
| 3Y | +20.3% | +152.0% | -131.7% | -14.5% |
| 5Y | -17.5% | +83.7% | -101.2% | -39.2% |
| All | -17.5% | +84.5% | -102.0% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 5y: compounded portfolio wealth divided by compounded KEYS 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…
5y analysis · Full analysis span regression · 6 months rolling