-34.7%
TLT vs IP
-12.5%
-22.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.4% |
| 7D | +0.5% | -5.0% | +5.5% | +0.8% |
| 30D | +6.0% | +6.5% | -0.5% | +5.7% |
| 3M | -0.9% | -18.0% | +17.1% | -0.2% |
| 6M | -2.6% | +10.3% | -12.9% | -3.0% |
| YTD | -3.1% | -9.9% | +6.8% | -3.1% |
| 1Y | -4.4% | -1.1% | -3.3% | -4.6% |
| 3Y | +5.5% | +13.0% | -7.5% | +4.5% |
| 5Y | -34.7% | -12.3% | -22.4% | -36.9% |
| All | -34.7% | -12.5% | -22.2% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling