+25.4%
IP vs Z
-12.8%
+38.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -10.6% | +6.7% | -2.3% |
| 7D | -5.0% | -2.3% | -2.7% | -4.7% |
| 30D | +6.5% | +9.4% | -2.8% | +4.8% |
| 3M | -18.0% | -16.1% | -1.9% | -16.3% |
| 6M | +10.3% | -30.4% | +40.7% | +15.6% |
| YTD | -9.9% | -55.6% | +45.7% | +0.1% |
| 1Y | -1.1% | -58.5% | +57.5% | +11.0% |
| 3Y | +13.0% | -19.6% | +32.6% | +12.8% |
| 5Y | -12.3% | -54.1% | +41.9% | -9.1% |
| All | +25.4% | -12.8% | +38.3% | +5.1% |
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