+35.9%
IP vs USFR
+28.5%
+7.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -5.0% | +0.1% | -5.1% | -5.0% |
| 30D | +6.5% | +0.4% | +6.1% | +6.4% |
| 3M | -18.0% | +1.1% | -19.1% | -18.3% |
| 6M | +10.3% | +2.0% | +8.3% | +9.7% |
| YTD | -9.9% | +3.4% | -13.3% | -10.8% |
| 1Y | -1.1% | +4.1% | -5.1% | -2.3% |
| 3Y | +13.0% | +14.4% | -1.4% | +8.2% |
| 5Y | -12.3% | +21.3% | -33.6% | -17.7% |
| 10Y | +26.8% | +28.4% | -1.6% | +16.9% |
| All | +35.9% | +28.5% | +7.4% | +22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling