+473.2%
PBR vs IP
+26.3%
+446.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.3% | -1.8% |
| 7D | -16.0% | -5.1% | -10.9% | -14.3% |
| 30D | -22.8% | +8.5% | -31.3% | -25.6% |
| 3M | +3.0% | -13.8% | +16.8% | +8.1% |
| 6M | -8.1% | +5.7% | -13.8% | -13.6% |
| YTD | +63.1% | -9.1% | +72.3% | +59.0% |
| 1Y | +59.3% | -0.8% | +60.1% | +47.8% |
| 3Y | +66.1% | +14.8% | +51.3% | +27.3% |
| 5Y | +495.8% | -11.5% | +507.3% | +418.9% |
| All | +473.2% | +26.3% | +446.9% | +381.8% |
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