+55.5%
T vs IP
+26.3%
+29.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | +1.0% | -5.1% | +6.1% | +2.3% |
| 30D | -10.6% | +8.5% | -19.1% | -12.6% |
| 3M | -7.7% | -13.8% | +6.1% | -4.5% |
| 6M | -13.3% | +5.7% | -19.0% | -15.5% |
| YTD | -8.8% | -9.1% | +0.4% | -8.6% |
| 1Y | -8.4% | -0.8% | -7.6% | -10.7% |
| 3Y | +59.6% | +14.8% | +44.8% | +39.5% |
| 5Y | +52.1% | -11.5% | +63.6% | +43.7% |
| All | +55.5% | +26.3% | +29.3% | +27.1% |
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