+25.4%
IP vs M
+0.4%
+25.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.9% | +1.9% | -2.7% |
| 7D | -5.0% | -2.1% | -2.8% | -4.6% |
| 30D | +6.5% | +7.7% | -1.2% | +4.8% |
| 3M | -18.0% | -4.4% | -13.7% | -17.4% |
| 6M | +10.3% | +27.5% | -17.2% | +4.2% |
| YTD | -9.9% | +12.8% | -22.6% | -12.8% |
| 1Y | -1.1% | +20.7% | -21.8% | -5.8% |
| 3Y | +13.0% | +111.3% | -98.3% | -9.0% |
| 5Y | -12.3% | -6.3% | -6.0% | -20.5% |
| All | +25.4% | +0.4% | +25.0% | -14.5% |
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