+15.9%
IP vs Z
-19.3%
+35.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.7% |
| 7D | -0.9% | -4.9% | +4.0% | -0.1% |
| 30D | +6.7% | +3.0% | +3.7% | +6.0% |
| 3M | -16.6% | -13.4% | -3.2% | -15.2% |
| 6M | +6.0% | -27.3% | +33.3% | +10.3% |
| YTD | -10.7% | -57.8% | +47.1% | 0.0% |
| 1Y | -6.7% | -60.0% | +53.3% | +5.2% |
| 3Y | +17.1% | -21.5% | +38.7% | +17.4% |
| 5Y | -14.6% | -55.0% | +40.4% | -11.1% |
| All | +15.9% | -19.3% | +35.2% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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