+61.3%
NDAQ vs IP
-12.5%
+73.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.0% | +1.3% | -1.8% |
| 7D | +1.2% | -5.0% | +6.1% | +2.2% |
| 30D | +15.8% | +6.5% | +9.2% | +14.3% |
| 3M | +13.4% | -18.0% | +31.4% | +17.5% |
| 6M | +20.9% | +10.3% | +10.6% | +17.7% |
| YTD | +11.1% | -9.9% | +21.0% | +11.6% |
| 1Y | +26.5% | -1.1% | +27.6% | +24.2% |
| 3Y | +121.5% | +13.0% | +108.5% | +100.5% |
| 5Y | +61.3% | -12.3% | +73.6% | +53.5% |
| All | +61.3% | -12.5% | +73.8% | +53.5% |
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