+22.9%
IP vs M
-2.2%
+25.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +1.6% |
| 7D | -5.3% | +4.7% | -10.0% | -6.2% |
| 30D | -10.9% | -9.6% | -1.2% | -8.9% |
| 3M | +11.2% | +0.9% | +10.3% | +10.8% |
| 6M | -10.2% | +22.3% | -32.5% | -14.3% |
| YTD | -2.0% | +6.5% | -8.5% | -3.8% |
| 1Y | -19.1% | +38.8% | -57.9% | -25.2% |
| 3Y | +20.9% | +115.9% | -95.1% | -3.1% |
| 5Y | -17.8% | +28.6% | -46.4% | -30.9% |
| All | +22.9% | -2.2% | +25.1% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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