+913.4%
MSFT vs IP
+19.1%
+894.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.4% | +0.9% |
| 7D | -2.4% | -0.9% | -1.5% | -2.2% |
| 30D | -3.8% | +6.7% | -10.5% | -5.5% |
| 3M | +6.4% | -16.6% | +23.0% | +11.1% |
| 6M | +28.8% | +6.0% | +22.8% | +25.0% |
| YTD | +8.8% | -10.7% | +19.5% | +9.5% |
| 1Y | +3.2% | -6.7% | +9.8% | +2.2% |
| 3Y | +44.8% | +17.1% | +27.7% | +24.3% |
| 5Y | +61.8% | -14.6% | +76.4% | +53.8% |
| All | +913.4% | +19.1% | +894.3% | +669.1% |
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