-12.6%
TLT vs IP
+20.8%
-33.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.9% | -0.4% |
| 7D | -3.1% | -0.3% | -2.8% | -3.1% |
| 30D | +1.0% | +7.9% | -6.9% | +1.5% |
| 3M | -2.7% | -15.3% | +12.6% | -3.6% |
| 6M | -4.1% | +10.5% | -14.7% | -3.3% |
| YTD | -5.4% | -9.4% | +4.0% | -5.6% |
| 1Y | -7.0% | -4.6% | -2.4% | -6.8% |
| 3Y | +2.8% | +21.2% | -18.4% | +7.6% |
| 5Y | -35.4% | -13.3% | -22.0% | -35.1% |
| All | -12.6% | +20.8% | -33.4% | -5.1% |
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