+26.5%
IP vs USFR
+28.5%
-2.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -5.1% | +0.1% | -5.2% | -5.1% |
| 30D | +8.5% | +0.4% | +8.1% | +8.3% |
| 3M | -13.8% | +1.1% | -14.9% | -14.4% |
| 6M | +5.7% | +2.1% | +3.7% | +4.5% |
| YTD | -9.1% | +3.4% | -12.5% | -11.0% |
| 1Y | -0.8% | +4.1% | -4.9% | -3.3% |
| 3Y | +14.8% | +14.4% | +0.4% | +4.7% |
| 5Y | -11.5% | +21.3% | -32.9% | -23.5% |
| All | +26.5% | +28.5% | -2.0% | +4.5% |
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