+537.5%
MAR vs IP
+24.7%
+512.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +3.1% |
| 7D | +2.9% | 0.0% | +2.8% | +2.8% |
| 30D | +17.0% | +9.4% | +7.7% | +12.4% |
| 3M | +23.2% | -14.1% | +37.2% | +30.7% |
| 6M | +21.7% | +9.2% | +12.6% | +14.7% |
| YTD | +38.9% | -7.5% | +46.4% | +38.6% |
| 1Y | +48.7% | -2.8% | +51.5% | +44.6% |
| 3Y | +122.9% | +21.2% | +101.7% | +79.4% |
| 5Y | +177.5% | -11.5% | +189.0% | +161.6% |
| 10Y | +537.5% | +23.7% | +513.9% | +322.0% |
| All | +537.5% | +24.7% | +512.8% | +322.0% |
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