+66.2%
MSFT vs IP
-12.5%
+78.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.0% | +0.4% | -3.0% |
| 7D | +1.1% | -5.0% | +6.1% | +1.8% |
| 30D | +1.3% | +6.5% | -5.3% | +0.2% |
| 3M | +10.2% | -18.0% | +28.2% | +13.2% |
| 6M | +30.8% | +10.3% | +20.5% | +27.7% |
| YTD | +11.5% | -9.9% | +21.4% | +12.0% |
| 1Y | +6.5% | -1.1% | +7.6% | +5.0% |
| 3Y | +55.5% | +13.0% | +42.5% | +38.4% |
| 5Y | +66.2% | -12.3% | +78.4% | +57.6% |
| All | +66.2% | -12.5% | +78.6% | +57.6% |
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