+7.9%
MSCI vs IP
-10.3%
+18.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.5% | +3.9% | +5.0% |
| 7D | +11.5% | +3.4% | +8.1% | +10.6% |
| 30D | +22.1% | +11.2% | +10.8% | +19.1% |
| 3M | +18.4% | -14.8% | +33.2% | +22.5% |
| 6M | +16.6% | +17.3% | -0.6% | +10.8% |
| YTD | +18.8% | -6.2% | +25.0% | +17.8% |
| 1Y | +19.0% | +2.3% | +16.6% | +14.7% |
| 3Y | +40.7% | +17.7% | +23.1% | +16.6% |
| 5Y | +7.9% | -8.4% | +16.3% | -3.4% |
| All | +7.9% | -10.3% | +18.2% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling