+311.1%
SPOT vs IP
+3.6%
+307.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +0.9% | +2.1% |
| 7D | +1.6% | -0.3% | +1.9% | +1.6% |
| 30D | +16.9% | +7.9% | +9.0% | +15.3% |
| 3M | +23.0% | -15.3% | +38.3% | +26.4% |
| 6M | +42.2% | +10.5% | +31.7% | +38.6% |
| YTD | +5.5% | -9.4% | +14.9% | +5.7% |
| 1Y | -5.1% | -4.6% | -0.4% | -6.0% |
| 3Y | +257.9% | +21.2% | +236.7% | +221.1% |
| 5Y | +118.4% | -13.3% | +131.7% | +110.8% |
| All | +311.1% | +3.6% | +307.6% | +261.7% |
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