+189.0%
NI vs IP
+24.7%
+164.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | +11.9% | +9.4% | +2.5% | +9.3% |
| 3M | +9.1% | -14.1% | +23.2% | +12.9% |
| 6M | -1.8% | +9.2% | -10.9% | -5.1% |
| YTD | +11.4% | -7.5% | +18.9% | +11.0% |
| 1Y | +6.4% | -2.8% | +9.2% | +4.4% |
| 3Y | +98.2% | +21.2% | +77.0% | +72.3% |
| 5Y | +110.1% | -11.5% | +121.5% | +99.1% |
| 10Y | +189.0% | +23.7% | +165.3% | +118.7% |
| All | +189.0% | +24.7% | +164.3% | +118.7% |
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