+886.2%
TER vs IP
+26.3%
+859.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.7% | +2.2% |
| 7D | -20.5% | -5.1% | -15.4% | -18.6% |
| 30D | -47.0% | +8.5% | -55.5% | -49.1% |
| 3M | -43.3% | -13.8% | -29.4% | -40.1% |
| 6M | -42.9% | +5.7% | -48.6% | -45.8% |
| YTD | +12.9% | -9.1% | +22.0% | +13.3% |
| 1Y | +18.2% | -0.8% | +19.0% | +13.4% |
| 3Y | +151.8% | +14.8% | +137.0% | +110.6% |
| 5Y | +54.2% | -11.5% | +65.7% | +46.4% |
| All | +886.2% | +26.3% | +859.9% | +655.2% |
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