-80.4%
PATH vs IP
-14.8%
-65.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.4% |
| 7D | -4.8% | +3.4% | -8.2% | -5.9% |
| 30D | +2.7% | +11.2% | -8.6% | -0.8% |
| 3M | -4.2% | -14.8% | +10.6% | +0.2% |
| 6M | +24.7% | +17.3% | +7.5% | +16.0% |
| YTD | -17.6% | -6.2% | -11.4% | -18.9% |
| 1Y | -5.3% | +2.3% | -7.7% | -10.5% |
| 3Y | -22.0% | +17.7% | -39.7% | -38.4% |
| 5Y | -76.5% | -8.4% | -68.1% | -78.7% |
| All | -80.4% | -14.8% | -65.6% | -79.7% |
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