+23.7%
IP vs PAAS
+168.2%
-144.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.8% | +4.7% | -0.7% |
| 7D | 0.0% | +4.2% | -4.2% | -0.3% |
| 30D | +9.4% | -13.8% | +23.2% | +10.4% |
| 3M | -14.1% | -22.7% | +8.7% | -12.7% |
| 6M | +9.2% | -32.1% | +41.3% | +11.5% |
| YTD | -7.5% | -22.3% | +14.7% | -6.6% |
| 1Y | -2.8% | +7.7% | -10.5% | -3.7% |
| 3Y | +21.2% | +214.0% | -192.8% | +11.6% |
| 5Y | -11.5% | +63.2% | -74.7% | -17.2% |
| 10Y | +23.7% | +185.5% | -161.8% | +16.1% |
| All | +23.7% | +168.2% | -144.6% | +16.1% |
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