+47.8%
IP vs USFR
+27.5%
+20.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.9% |
| 3M | +11.2% | +1.0% | +10.2% | +10.8% |
| 6M | -10.2% | +1.9% | -12.2% | -10.8% |
| YTD | -2.0% | +2.6% | -4.6% | -2.8% |
| 1Y | -19.1% | +4.0% | -23.1% | -20.1% |
| 3Y | +20.9% | +14.1% | +6.7% | +15.8% |
| 5Y | -17.8% | +20.4% | -38.2% | -22.8% |
| 10Y | +23.5% | +28.0% | -4.5% | +14.0% |
| All | +47.8% | +27.5% | +20.3% | +34.0% |
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