+133.0%
NI vs IP
+23.2%
+109.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.2% |
| 7D | +2.0% | -5.3% | +7.3% | +3.3% |
| 30D | -3.5% | -10.9% | +7.3% | -0.9% |
| 3M | -9.1% | +11.2% | -20.3% | -12.3% |
| 6M | -11.8% | -10.2% | -1.6% | -10.6% |
| YTD | +1.1% | -2.0% | +3.1% | -0.5% |
| 1Y | +6.7% | -19.1% | +25.8% | +10.2% |
| 3Y | +71.1% | +20.9% | +50.2% | +49.7% |
| 5Y | +94.3% | -17.8% | +112.1% | +90.1% |
| All | +133.0% | +23.2% | +109.8% | +74.1% |
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