+15.9%
IP vs ROP
+183.9%
-168.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -0.9% | -2.7% | +1.8% | +0.5% |
| 30D | +6.7% | +29.7% | -23.0% | -7.6% |
| 3M | -16.6% | +21.2% | -37.8% | -25.3% |
| 6M | +6.0% | +48.3% | -42.3% | -16.0% |
| YTD | -10.7% | +8.4% | -19.1% | -16.2% |
| 1Y | -6.7% | +6.0% | -12.7% | -11.2% |
| 3Y | +17.1% | -5.6% | +22.7% | +16.4% |
| 5Y | -14.6% | +1.3% | -15.8% | -20.6% |
| All | +15.9% | +183.9% | -168.0% | -41.3% |
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