+545.8%
PBR vs IP
+22.3%
+523.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.0% |
| 7D | -9.1% | -2.8% | -6.4% | -8.1% |
| 30D | -29.9% | +9.2% | -39.1% | -32.7% |
| 3M | +2.3% | -16.1% | +18.4% | +8.7% |
| 6M | -10.9% | +9.6% | -20.5% | -17.6% |
| YTD | +56.9% | -8.8% | +65.7% | +52.6% |
| 1Y | +38.0% | -5.5% | +43.5% | +31.3% |
| 3Y | +64.8% | +19.6% | +45.2% | +22.9% |
| 5Y | +447.1% | -13.5% | +460.6% | +384.4% |
| 10Y | +545.8% | +22.4% | +523.4% | +407.8% |
| All | +545.8% | +22.3% | +523.5% | +407.8% |
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