+22.9%
IP vs USFR
+28.0%
-5.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -5.3% | +0.1% | -5.3% | -5.3% |
| 30D | -10.9% | +0.3% | -11.2% | -11.0% |
| 3M | +11.2% | +1.0% | +10.2% | +10.5% |
| 6M | -10.2% | +1.9% | -12.2% | -11.3% |
| YTD | -2.0% | +2.6% | -4.6% | -3.5% |
| 1Y | -19.1% | +4.0% | -23.1% | -21.1% |
| 3Y | +20.9% | +14.1% | +6.7% | +10.4% |
| 5Y | -17.8% | +20.4% | -38.2% | -28.5% |
| All | +22.9% | +28.0% | -5.1% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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