+25.4%
IP vs PAAS
+187.9%
-162.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -3.8% |
| 7D | -5.0% | -0.4% | -4.6% | -5.0% |
| 30D | +6.5% | -11.6% | +18.2% | +7.4% |
| 3M | -18.0% | -15.6% | -2.4% | -17.3% |
| 6M | +10.3% | -19.1% | +29.4% | +11.5% |
| YTD | -9.9% | -20.9% | +11.1% | -9.1% |
| 1Y | -1.1% | +21.3% | -22.4% | -2.7% |
| 3Y | +13.0% | +177.4% | -164.4% | +4.6% |
| 5Y | -12.3% | +71.3% | -83.6% | -18.0% |
| All | +25.4% | +187.9% | -162.5% | +18.0% |
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