+17.6%
IP vs USFR
+28.6%
-10.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -0.3% | +0.1% | -0.3% | -0.3% |
| 30D | +7.9% | +0.4% | +7.6% | +7.7% |
| 3M | -15.3% | +1.1% | -16.4% | -15.8% |
| 6M | +10.5% | +2.0% | +8.5% | +9.2% |
| YTD | -9.4% | +3.5% | -12.9% | -11.3% |
| 1Y | -4.6% | +4.1% | -8.7% | -7.0% |
| 3Y | +21.2% | +14.4% | +6.9% | +10.4% |
| 5Y | -13.3% | +21.4% | -34.7% | -25.3% |
| All | +17.6% | +28.6% | -10.9% | -3.4% |
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