-12.4%
IP vs USFR
+21.3%
-33.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.9% |
| 7D | -5.1% | +0.1% | -5.2% | -4.9% |
| 30D | +8.5% | +0.4% | +8.1% | +9.4% |
| 3M | -13.8% | +1.1% | -14.9% | -12.0% |
| 6M | +5.7% | +2.1% | +3.7% | +10.2% |
| YTD | -9.1% | +3.4% | -12.5% | -3.2% |
| 1Y | -0.8% | +4.1% | -4.9% | +6.7% |
| 3Y | +14.8% | +14.4% | +0.4% | +45.0% |
| All | -12.4% | +21.3% | -33.7% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling