+303.5%
LOW vs IP
+26.3%
+277.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.5% |
| 7D | +7.4% | -5.1% | +12.5% | +9.6% |
| 30D | +24.5% | +8.5% | +16.0% | +20.6% |
| 3M | +3.5% | -13.8% | +17.3% | +9.4% |
| 6M | -2.6% | +5.7% | -8.3% | -5.6% |
| YTD | -4.8% | -9.1% | +4.3% | -3.2% |
| 1Y | -0.8% | -0.8% | 0.0% | -2.7% |
| 3Y | +22.8% | +14.8% | +8.0% | +6.0% |
| 5Y | +5.3% | -11.5% | +16.8% | +0.7% |
| All | +303.5% | +26.3% | +277.2% | +192.2% |
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