-26.3%
U vs IP
+13.3%
-39.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.7% |
| 7D | +24.4% | 0.0% | +24.3% | +24.1% |
| 30D | +7.4% | +9.4% | -2.0% | +3.4% |
| 3M | +16.8% | -14.1% | +30.9% | +22.7% |
| 6M | +78.8% | +9.2% | +69.6% | +69.4% |
| YTD | +14.0% | -7.5% | +21.5% | +11.9% |
| 1Y | +16.7% | -2.8% | +19.5% | +11.4% |
| 3Y | +86.4% | +21.2% | +65.1% | +47.3% |
| 5Y | -71.5% | -11.5% | -60.0% | -75.4% |
| All | -26.3% | +13.3% | -39.7% | -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 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