+54.1%
T vs IP
+31.6%
+22.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | 0.0% |
| 7D | +1.7% | -3.0% | +4.7% | +2.4% |
| 30D | -1.7% | +10.6% | -12.3% | -4.3% |
| 3M | -7.3% | -13.6% | +6.2% | -4.1% |
| 6M | -11.2% | +10.4% | -21.6% | -14.4% |
| YTD | -8.1% | -6.5% | -1.6% | -8.6% |
| 1Y | -8.0% | -2.1% | -5.9% | -9.9% |
| 3Y | +62.1% | +22.0% | +40.1% | +39.1% |
| 5Y | +55.7% | -9.7% | +65.4% | +46.5% |
| 10Y | +54.1% | +26.8% | +27.3% | +20.9% |
| All | +54.1% | +31.6% | +22.5% | +20.9% |
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