+17.6%
IP vs UUUU
+370.7%
-353.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.8% | +1.6% |
| 7D | -0.3% | -1.1% | +0.8% | -0.2% |
| 30D | +7.9% | -21.0% | +28.9% | +10.0% |
| 3M | -15.3% | -54.8% | +39.5% | -9.6% |
| 6M | +10.5% | -67.3% | +77.9% | +20.6% |
| YTD | -9.4% | -54.7% | +45.3% | -5.5% |
| 1Y | -4.6% | -57.4% | +52.8% | -0.3% |
| 3Y | +21.2% | -19.6% | +40.9% | +13.5% |
| 5Y | -13.3% | -40.0% | +26.7% | -20.0% |
| All | +17.6% | +370.7% | -353.1% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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