+28.8%
IP vs KEYS
+935.7%
-906.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.2% | -3.3% | +0.9% |
| 7D | -3.0% | -3.3% | +0.3% | -2.2% |
| 30D | +10.6% | -24.5% | +35.1% | +20.3% |
| 3M | -13.6% | -15.3% | +1.7% | -10.1% |
| 6M | +10.4% | -19.8% | +30.2% | +15.9% |
| YTD | -6.5% | +42.2% | -48.7% | -21.9% |
| 1Y | -2.1% | +59.8% | -61.9% | -21.9% |
| 3Y | +22.0% | +137.0% | -115.0% | -18.8% |
| 5Y | -9.7% | +55.5% | -65.2% | -31.3% |
| 10Y | +26.8% | +755.4% | -728.6% | -51.3% |
| All | +28.8% | +935.7% | -906.9% | -49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling