+308.8%
SPOT vs IP
+6.9%
+301.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +0.5% |
| 7D | +2.5% | -3.0% | +5.6% | +3.1% |
| 30D | +15.1% | +10.6% | +4.5% | +13.0% |
| 3M | +24.8% | -13.6% | +38.4% | +27.8% |
| 6M | +45.8% | +10.4% | +35.4% | +42.2% |
| YTD | +4.9% | -6.5% | +11.4% | +4.5% |
| 1Y | -1.3% | -2.1% | +0.9% | -2.7% |
| 3Y | +257.7% | +22.0% | +235.7% | +221.2% |
| 5Y | +118.5% | -9.7% | +128.2% | +109.4% |
| All | +308.8% | +6.9% | +301.9% | +257.6% |
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