+622.3%
MSCI vs IP
+23.2%
+599.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.9% |
| 7D | +0.4% | -5.3% | +5.7% | +1.9% |
| 30D | +0.6% | -10.9% | +11.4% | +3.7% |
| 3M | -7.1% | +11.2% | -18.2% | -10.9% |
| 6M | +0.8% | -10.2% | +11.1% | +2.3% |
| YTD | +1.0% | -2.0% | +3.0% | -1.1% |
| 1Y | +4.3% | -19.1% | +23.4% | +7.9% |
| 3Y | +9.9% | +20.9% | -10.9% | -5.9% |
| 5Y | -6.8% | -17.8% | +11.1% | -9.5% |
| All | +622.3% | +23.2% | +599.1% | +423.7% |
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