+379.6%
META vs IP
+23.2%
+356.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.4% |
| 7D | +6.7% | -5.3% | +12.0% | +8.3% |
| 30D | +4.8% | -10.9% | +15.6% | +8.2% |
| 3M | -1.6% | +11.2% | -12.8% | -5.8% |
| 6M | -7.5% | -10.2% | +2.8% | -5.9% |
| YTD | -6.4% | -2.0% | -4.4% | -8.3% |
| 1Y | -17.3% | -19.1% | +1.7% | -14.1% |
| 3Y | +109.9% | +20.9% | +89.1% | +81.7% |
| 5Y | +65.4% | -17.8% | +83.2% | +62.5% |
| All | +379.6% | +23.2% | +356.4% | +286.5% |
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