-19.1%
IP vs PL
+16.0%
-35.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -10.1% | +6.2% | -3.3% |
| 7D | -5.0% | -20.5% | +15.6% | -3.7% |
| 30D | +6.5% | -38.8% | +45.3% | +9.6% |
| 3M | -18.0% | -49.1% | +31.1% | -14.9% |
| 6M | +10.3% | -69.4% | +79.7% | +17.3% |
| YTD | -9.9% | -42.3% | +32.5% | -9.6% |
| 1Y | -1.1% | -14.2% | +13.1% | -4.5% |
| 3Y | +13.0% | +398.7% | -385.7% | -12.5% |
| 5Y | -12.3% | +11.1% | -23.4% | -27.5% |
| All | -19.1% | +16.0% | -35.1% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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