+192.1%
PM vs IP
+23.2%
+168.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.5% |
| 7D | -4.9% | -5.3% | +0.4% | -3.7% |
| 30D | -3.4% | -10.9% | +7.5% | -0.9% |
| 3M | +5.2% | +11.2% | -6.0% | +1.9% |
| 6M | +3.7% | -10.2% | +13.9% | +5.1% |
| YTD | +15.8% | -2.0% | +17.8% | +14.4% |
| 1Y | +17.4% | -19.1% | +36.5% | +21.1% |
| 3Y | +116.9% | +20.9% | +96.1% | +89.1% |
| 5Y | +117.3% | -17.8% | +135.1% | +112.6% |
| All | +192.1% | +23.2% | +168.9% | +133.9% |
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