-16.9%
TLT vs IP
+26.3%
-43.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | 0.0% |
| 7D | +0.1% | -5.1% | +5.2% | -0.2% |
| 30D | +6.2% | +8.5% | -2.3% | +6.7% |
| 3M | -0.3% | -13.8% | +13.5% | -1.2% |
| 6M | -3.4% | +5.7% | -9.1% | -2.8% |
| YTD | -3.1% | -9.1% | +6.0% | -3.4% |
| 1Y | -5.2% | -0.8% | -4.4% | -4.8% |
| 3Y | +6.5% | +14.8% | -8.3% | +10.7% |
| 5Y | -34.7% | -11.5% | -23.2% | -34.2% |
| All | -16.9% | +26.3% | -43.2% | -1.6% |
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