+306.8%
SPOT vs IP
+5.7%
+301.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | -0.3% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | +14.6% | +9.4% | +5.2% | +12.7% |
| 3M | +18.4% | -14.1% | +32.5% | +21.5% |
| 6M | +45.1% | +9.2% | +35.9% | +41.8% |
| YTD | +4.4% | -7.5% | +11.9% | +4.2% |
| 1Y | -2.7% | -2.8% | +0.1% | -4.0% |
| 3Y | +254.6% | +21.2% | +233.3% | +218.6% |
| 5Y | +124.8% | -11.5% | +136.2% | +116.1% |
| All | +306.8% | +5.7% | +301.2% | +256.6% |
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