+104.6%
UL vs IP
+24.7%
+79.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | 0.0% |
| 7D | +2.6% | 0.0% | +2.5% | +2.5% |
| 30D | +6.8% | +9.4% | -2.6% | +5.0% |
| 3M | +5.7% | -14.1% | +19.8% | +8.4% |
| 6M | +15.9% | +9.2% | +6.7% | +13.5% |
| YTD | +4.3% | -7.5% | +11.8% | +4.6% |
| 1Y | -0.4% | -2.8% | +2.4% | -1.1% |
| 3Y | +35.0% | +21.2% | +13.7% | +22.7% |
| 5Y | +31.6% | -11.5% | +43.1% | +27.0% |
| 10Y | +104.6% | +23.7% | +81.0% | +83.3% |
| All | +104.6% | +24.7% | +79.9% | +83.3% |
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