+400.1%
META vs IP
+25.2%
+374.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.0% | 0.0% | -2.8% |
| 7D | -3.1% | -5.0% | +1.9% | -1.8% |
| 30D | -18.1% | +6.5% | -24.6% | -19.7% |
| 3M | +2.9% | -18.0% | +20.9% | +8.4% |
| 6M | +0.2% | +10.3% | -10.1% | -4.5% |
| YTD | -8.1% | -9.9% | +1.8% | -8.0% |
| 1Y | -4.5% | -1.1% | -3.5% | -7.5% |
| 3Y | +94.2% | +13.0% | +81.2% | +70.8% |
| 5Y | +79.1% | -12.3% | +91.3% | +71.6% |
| All | +400.1% | +25.2% | +374.9% | +375.9% |
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