-26.6%
U vs IP
+9.5%
-36.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.1% | +1.8% |
| 7D | +2.8% | -0.9% | +3.7% | +3.1% |
| 30D | +7.6% | +6.7% | +0.9% | +4.5% |
| 3M | +12.7% | -16.6% | +29.2% | +19.6% |
| 6M | +87.0% | +6.0% | +81.0% | +79.0% |
| YTD | +13.6% | -10.7% | +24.3% | +12.9% |
| 1Y | +25.3% | -6.7% | +32.0% | +21.4% |
| 3Y | +85.8% | +17.1% | +68.7% | +48.6% |
| 5Y | -74.5% | -14.6% | -59.9% | -77.7% |
| All | -26.6% | +9.5% | -36.1% | -36.3% |
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