-24.9%
IP vs S
-52.7%
+27.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.7% |
| 7D | -5.1% | -13.4% | +8.4% | -4.1% |
| 30D | +8.5% | -14.0% | +22.5% | +9.6% |
| 3M | -13.8% | +4.9% | -18.7% | -14.5% |
| 6M | +5.7% | +42.0% | -36.3% | +2.2% |
| YTD | -9.1% | +45.1% | -54.3% | -12.6% |
| 1Y | -0.8% | +33.1% | -33.9% | -4.1% |
| 3Y | +14.8% | +40.6% | -25.8% | +9.3% |
| 5Y | -11.5% | -67.5% | +55.9% | -15.8% |
| All | -24.9% | -52.7% | +27.8% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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