-25.5%
IP vs S
-53.4%
+27.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.8% | +4.9% | -3.3% |
| 7D | -5.0% | -16.7% | +11.7% | -3.7% |
| 30D | +6.5% | -17.0% | +23.5% | +7.9% |
| 3M | -18.0% | +2.0% | -20.0% | -18.5% |
| 6M | +10.3% | +35.1% | -24.7% | +7.0% |
| YTD | -9.9% | +42.8% | -52.7% | -13.2% |
| 1Y | -1.1% | +27.7% | -28.8% | -4.0% |
| 3Y | +13.0% | +33.0% | -20.0% | +8.0% |
| 5Y | -12.3% | -68.0% | +55.7% | -16.4% |
| All | -25.5% | -53.4% | +27.9% | -27.8% |
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