+26.5%
IP vs Z
-14.9%
+41.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +1.2% |
| 7D | -5.1% | -4.6% | -0.5% | -4.5% |
| 30D | +8.5% | +8.3% | +0.2% | +6.9% |
| 3M | -13.8% | -11.6% | -2.2% | -12.7% |
| 6M | +5.7% | -33.6% | +39.4% | +11.5% |
| YTD | -9.1% | -56.7% | +47.6% | +1.3% |
| 1Y | -0.8% | -59.1% | +58.3% | +11.5% |
| 3Y | +14.8% | -20.4% | +35.2% | +14.8% |
| 5Y | -11.5% | -55.3% | +43.7% | -8.0% |
| All | +26.5% | -14.9% | +41.4% | +6.4% |
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