+22.9%
IP vs PAAS
+206.7%
-183.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +2.4% |
| 7D | -5.3% | -2.9% | -2.4% | -5.1% |
| 30D | -10.9% | +6.8% | -17.7% | -11.3% |
| 3M | +11.2% | -2.9% | +14.1% | +11.1% |
| 6M | -10.2% | -16.4% | +6.2% | -9.6% |
| YTD | -2.0% | 0.0% | -2.0% | -2.6% |
| 1Y | -19.1% | +54.3% | -73.4% | -21.8% |
| 3Y | +20.9% | +230.7% | -209.8% | +10.2% |
| 5Y | -17.8% | +111.6% | -129.5% | -24.5% |
| All | +22.9% | +206.7% | -183.7% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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