+65.7%
T vs IP
+23.2%
+42.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.5% |
| 7D | -1.3% | -5.3% | +4.0% | +0.1% |
| 30D | +11.4% | -10.9% | +22.2% | +14.5% |
| 3M | +14.3% | +11.2% | +3.1% | +10.4% |
| 6M | -9.3% | -10.2% | +1.0% | -7.9% |
| YTD | +7.1% | -2.0% | +9.1% | +5.5% |
| 1Y | -9.1% | -19.1% | +10.0% | -5.9% |
| 3Y | +105.3% | +20.9% | +84.5% | +77.7% |
| 5Y | +66.8% | -17.8% | +84.6% | +63.7% |
| All | +65.7% | +23.2% | +42.5% | +27.9% |
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