+325.3%
IR vs IP
+5.2%
+320.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +1.0% |
| 7D | +3.7% | -5.1% | +8.7% | +6.3% |
| 30D | +7.4% | +8.5% | -1.1% | +2.8% |
| 3M | -5.9% | -13.8% | +7.9% | +0.8% |
| 6M | +5.6% | +5.7% | -0.2% | +1.1% |
| YTD | +4.8% | -9.1% | +14.0% | +6.7% |
| 1Y | +6.9% | -0.8% | +7.8% | +3.8% |
| 3Y | +27.6% | +14.8% | +12.8% | +4.1% |
| 5Y | +45.8% | -11.5% | +57.3% | +37.6% |
| All | +325.3% | +5.2% | +320.0% | +234.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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