+379.5%
SE vs IP
-3.8%
+383.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | 0.0% | +1.9% |
| 7D | +3.3% | -3.0% | +6.3% | +4.4% |
| 30D | -18.2% | +10.6% | -28.8% | -21.0% |
| 3M | -31.3% | -13.6% | -17.7% | -27.9% |
| 6M | -10.1% | +10.4% | -20.5% | -14.1% |
| YTD | -38.9% | -6.5% | -32.4% | -38.9% |
| 1Y | -48.0% | -2.1% | -45.9% | -49.0% |
| 3Y | +78.8% | +22.0% | +56.8% | +51.7% |
| 5Y | -77.1% | -9.7% | -67.4% | -78.0% |
| All | +379.5% | -3.8% | +383.2% | +329.2% |
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