-12.5%
TLT vs IP
+31.6%
-44.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.8% | +0.2% |
| 7D | +0.3% | -3.0% | +3.3% | +0.1% |
| 30D | +5.1% | +10.6% | -5.5% | +5.7% |
| 3M | -0.2% | -13.6% | +13.4% | -1.0% |
| 6M | -2.9% | +10.4% | -13.3% | -2.1% |
| YTD | -2.7% | -6.5% | +3.8% | -2.8% |
| 1Y | -4.6% | -2.1% | -2.5% | -4.3% |
| 3Y | +6.1% | +22.0% | -15.9% | +10.8% |
| 5Y | -35.1% | -9.7% | -25.4% | -34.7% |
| 10Y | -12.5% | +26.8% | -39.3% | -3.9% |
| All | -12.5% | +31.6% | -44.1% | -3.9% |
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