+25.4%
IP vs P
+685.9%
-660.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -16.4% | +12.4% | -1.8% |
| 7D | -5.0% | -31.9% | +26.9% | -0.4% |
| 30D | +6.5% | -36.5% | +43.1% | +12.4% |
| 3M | -18.0% | +11.6% | -29.6% | -20.5% |
| 6M | +10.3% | +25.2% | -14.9% | +4.1% |
| YTD | -9.9% | +39.4% | -49.3% | -17.0% |
| 1Y | -1.1% | -3.7% | +2.6% | -4.9% |
| 3Y | +13.0% | +167.3% | -154.3% | -13.7% |
| 5Y | -12.3% | +237.3% | -249.6% | -38.1% |
| All | +25.4% | +685.9% | -660.4% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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