+376.4%
NDAQ vs IP
+23.2%
+353.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.0% | -2.5% |
| 7D | -2.4% | -5.3% | +2.8% | -1.0% |
| 30D | +2.5% | -10.9% | +13.3% | +5.6% |
| 3M | +9.9% | +11.2% | -1.2% | +5.9% |
| 6M | +9.4% | -10.2% | +19.7% | +11.2% |
| YTD | +0.4% | -2.0% | +2.4% | -1.3% |
| 1Y | +4.0% | -19.1% | +23.1% | +7.8% |
| 3Y | +94.4% | +20.9% | +73.5% | +69.4% |
| 5Y | +56.7% | -17.8% | +74.5% | +54.0% |
| All | +376.4% | +23.2% | +353.2% | +256.7% |
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