+70.5%
NDAQ vs IP
-11.1%
+81.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.6% |
| 7D | +2.9% | 0.0% | +2.8% | +2.8% |
| 30D | +17.5% | +9.4% | +8.1% | +15.4% |
| 3M | +15.4% | -14.1% | +29.5% | +18.6% |
| 6M | +24.6% | +9.2% | +15.4% | +21.6% |
| YTD | +14.4% | -7.5% | +22.0% | +14.4% |
| 1Y | +26.9% | -2.8% | +29.7% | +25.2% |
| 3Y | +119.8% | +21.2% | +98.6% | +94.9% |
| 5Y | +70.5% | -11.5% | +82.0% | +62.2% |
| All | +70.5% | -11.1% | +81.6% | +62.2% |
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