-78.0%
PATH vs IP
-11.0%
-66.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +2.2% | -18.8% | -17.3% |
| 7D | -16.3% | -5.3% | -11.0% | -15.0% |
| 30D | +9.9% | -10.9% | +20.8% | +13.6% |
| 3M | +30.2% | +11.2% | +19.0% | +24.1% |
| 6M | +37.2% | -10.2% | +47.4% | +39.9% |
| YTD | -7.3% | -2.0% | -5.3% | -9.9% |
| 1Y | +40.0% | -19.1% | +59.1% | +46.6% |
| 3Y | -4.4% | +20.9% | -25.3% | -24.6% |
| 5Y | -76.0% | -17.8% | -58.2% | -78.1% |
| All | -78.0% | -11.0% | -66.9% | -77.5% |
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 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