+26.8%
IP vs ROP
+189.6%
-162.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.4% |
| 7D | -3.0% | -1.6% | -1.4% | -2.2% |
| 30D | +10.6% | +29.5% | -18.9% | -4.1% |
| 3M | -13.6% | +17.5% | -31.1% | -21.3% |
| 6M | +10.4% | +38.1% | -27.7% | -9.0% |
| YTD | -6.5% | +7.0% | -13.5% | -11.7% |
| 1Y | -2.1% | +6.5% | -8.6% | -7.3% |
| 3Y | +22.0% | -5.5% | +27.5% | +20.9% |
| 5Y | -9.7% | -0.4% | -9.3% | -15.4% |
| 10Y | +26.8% | +183.6% | -156.8% | -37.1% |
| All | +26.8% | +189.6% | -162.8% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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