+427.0%
MAR vs IP
+23.2%
+403.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.8% |
| 7D | -4.2% | -5.3% | +1.1% | -1.9% |
| 30D | -6.7% | -10.9% | +4.2% | -2.1% |
| 3M | -12.5% | +11.2% | -23.7% | -17.6% |
| 6M | +0.6% | -10.2% | +10.8% | +3.1% |
| YTD | +9.1% | -2.0% | +11.1% | +6.7% |
| 1Y | +26.2% | -19.1% | +45.3% | +33.5% |
| 3Y | +68.2% | +20.9% | +47.3% | +37.1% |
| 5Y | +163.9% | -17.8% | +181.7% | +160.9% |
| All | +427.0% | +23.2% | +403.8% | +285.9% |
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