+346.5%
RF vs IP
+23.2%
+323.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -1.3% |
| 7D | +1.3% | -5.3% | +6.6% | +4.4% |
| 30D | -3.6% | -10.9% | +7.2% | +2.7% |
| 3M | +8.1% | +11.2% | -3.1% | -0.7% |
| 6M | +11.5% | -10.2% | +21.7% | +14.6% |
| YTD | +15.6% | -2.0% | +17.6% | +11.0% |
| 1Y | +15.7% | -19.1% | +34.8% | +23.8% |
| 3Y | +86.9% | +20.9% | +66.0% | +39.4% |
| 5Y | +89.8% | -17.8% | +107.6% | +86.0% |
| All | +346.5% | +23.2% | +323.3% | +182.4% |
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