+234.7%
PM vs IP
+31.6%
+203.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.3% | -3.1% |
| 7D | -7.3% | -3.0% | -4.3% | -6.7% |
| 30D | -4.0% | +10.6% | -14.6% | -6.3% |
| 3M | +2.7% | -13.6% | +16.3% | +5.8% |
| 6M | +14.9% | +10.4% | +4.4% | +11.0% |
| YTD | +23.5% | -6.5% | +30.0% | +23.0% |
| 1Y | +30.4% | -2.1% | +32.5% | +28.1% |
| 3Y | +143.2% | +22.0% | +121.2% | +109.8% |
| 5Y | +159.5% | -9.7% | +169.2% | +143.4% |
| 10Y | +234.7% | +26.8% | +207.8% | +166.3% |
| All | +234.7% | +31.6% | +203.0% | +166.3% |
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