+365.7%
SE vs IP
-6.5%
+372.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | +2.0% | -5.1% | +7.1% | +3.8% |
| 30D | -20.0% | +8.5% | -28.5% | -22.3% |
| 3M | -31.8% | -13.8% | -17.9% | -28.3% |
| 6M | -15.9% | +5.7% | -21.6% | -18.4% |
| YTD | -40.6% | -9.1% | -31.5% | -40.1% |
| 1Y | -50.7% | -0.8% | -49.9% | -51.9% |
| 3Y | +70.3% | +14.8% | +55.5% | +48.0% |
| 5Y | -78.8% | -11.5% | -67.3% | -79.5% |
| All | +365.7% | -6.5% | +372.2% | +321.0% |
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