+540.2%
MAR vs IP
+26.3%
+513.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | +4.3% | -5.1% | +9.4% | +6.6% |
| 30D | +16.8% | +8.5% | +8.3% | +12.6% |
| 3M | +16.0% | -13.8% | +29.9% | +23.0% |
| 6M | +16.5% | +5.7% | +10.7% | +11.3% |
| YTD | +35.0% | -9.1% | +44.2% | +35.8% |
| 1Y | +49.4% | -0.8% | +50.2% | +43.9% |
| 3Y | +124.1% | +14.8% | +109.3% | +85.4% |
| 5Y | +159.2% | -11.5% | +170.7% | +143.9% |
| All | +540.2% | +26.3% | +513.9% | +315.9% |
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