+489.4%
NDAQ vs IP
+19.1%
+470.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.1% | -0.4% |
| 7D | +1.7% | -0.9% | +2.6% | +1.9% |
| 30D | +16.2% | +6.7% | +9.5% | +14.1% |
| 3M | +14.0% | -16.6% | +30.5% | +19.4% |
| 6M | +22.3% | +6.0% | +16.3% | +18.9% |
| YTD | +13.0% | -10.7% | +23.7% | +13.7% |
| 1Y | +24.0% | -6.7% | +30.7% | +22.9% |
| 3Y | +117.1% | +17.1% | +100.0% | +89.7% |
| 5Y | +67.5% | -14.6% | +82.1% | +61.0% |
| All | +489.4% | +19.1% | +470.3% | +337.4% |
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 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