+26.5%
IP vs ROP
+195.2%
-168.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.8% | +2.4% |
| 7D | -5.1% | +2.1% | -7.2% | -6.2% |
| 30D | +8.5% | +32.9% | -24.4% | -7.2% |
| 3M | -13.8% | +20.0% | -33.9% | -22.4% |
| 6M | +5.7% | +36.4% | -30.7% | -12.3% |
| YTD | -9.1% | +7.8% | -17.0% | -14.5% |
| 1Y | -0.8% | +8.0% | -8.8% | -6.8% |
| 3Y | +14.8% | -3.5% | +18.3% | +12.3% |
| 5Y | -11.5% | +1.5% | -13.0% | -18.0% |
| All | +26.5% | +195.2% | -168.7% | -39.0% |
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