+178.1%
NI vs IP
+31.6%
+146.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.8% | +1.4% |
| 7D | +0.4% | -3.0% | +3.5% | +1.2% |
| 30D | +11.3% | +10.6% | +0.7% | +8.5% |
| 3M | +6.5% | -13.6% | +20.0% | +10.0% |
| 6M | -2.3% | +10.4% | -12.7% | -5.8% |
| YTD | +10.8% | -6.5% | +17.3% | +10.1% |
| 1Y | +6.2% | -2.1% | +8.4% | +4.1% |
| 3Y | +98.7% | +22.0% | +76.7% | +72.6% |
| 5Y | +111.3% | -9.7% | +121.0% | +99.2% |
| 10Y | +178.1% | +26.8% | +151.3% | +112.8% |
| All | +178.1% | +31.6% | +146.5% | +112.8% |
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