+23.7%
IP vs PSA
+131.0%
-107.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -0.8% |
| 7D | 0.0% | +0.8% | -0.7% | -0.3% |
| 30D | +9.4% | +15.9% | -6.5% | +2.4% |
| 3M | -14.1% | +4.2% | -18.2% | -15.6% |
| 6M | +9.2% | +10.1% | -1.0% | +4.5% |
| YTD | -7.5% | +33.3% | -40.9% | -18.5% |
| 1Y | -2.8% | +28.2% | -31.0% | -12.9% |
| 3Y | +21.2% | +54.9% | -33.6% | -0.8% |
| 5Y | -11.5% | +28.3% | -39.8% | -23.6% |
| 10Y | +23.7% | +134.1% | -110.4% | -20.1% |
| All | +23.7% | +131.0% | -107.4% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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