+131.2%
TLT vs IP
+137.2%
-6.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | +0.4% |
| 7D | -0.4% | -5.3% | +4.8% | -0.9% |
| 30D | -0.6% | -10.9% | +10.3% | -1.6% |
| 3M | -2.7% | +11.2% | -13.9% | -1.6% |
| 6M | -5.6% | -10.2% | +4.6% | -6.3% |
| YTD | -2.8% | -2.0% | -0.8% | -2.5% |
| 1Y | -1.4% | -19.1% | +17.7% | -2.8% |
| 3Y | -1.6% | +20.9% | -22.4% | +2.3% |
| 5Y | -33.8% | -17.8% | -16.0% | -33.8% |
| 10Y | -21.1% | +23.5% | -44.7% | -14.0% |
| All | +131.2% | +137.2% | -6.0% | +198.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling