-12.2%
TLT vs IP
+19.1%
-31.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.6% |
| 7D | -2.7% | -0.9% | -1.8% | -2.7% |
| 30D | +2.2% | +6.7% | -4.5% | +2.5% |
| 3M | -1.7% | -16.6% | +14.8% | -2.7% |
| 6M | -4.0% | +6.0% | -9.9% | -3.4% |
| YTD | -4.9% | -10.7% | +5.7% | -5.3% |
| 1Y | -7.4% | -6.7% | -0.7% | -7.3% |
| 3Y | +3.0% | +17.1% | -14.1% | +7.4% |
| 5Y | -35.1% | -14.6% | -20.5% | -34.9% |
| All | -12.2% | +19.1% | -31.3% | -4.7% |
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