+171.9%
NI vs IP
+26.3%
+145.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -0.9% | -5.1% | +4.1% | +0.3% |
| 30D | +9.6% | +8.5% | +1.1% | +7.4% |
| 3M | +2.5% | -13.8% | +16.3% | +5.9% |
| 6M | -5.8% | +5.7% | -11.6% | -8.3% |
| YTD | +8.6% | -9.1% | +17.7% | +8.7% |
| 1Y | +6.0% | -0.8% | +6.8% | +3.3% |
| 3Y | +91.0% | +14.8% | +76.2% | +68.9% |
| 5Y | +104.8% | -11.5% | +116.3% | +93.8% |
| All | +171.9% | +26.3% | +145.6% | +116.0% |
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