+95.3%
UL vs IP
+26.3%
+69.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.4% | -2.7% |
| 7D | +1.1% | -5.1% | +6.2% | +2.1% |
| 30D | +8.2% | +8.5% | -0.3% | +6.6% |
| 3M | +4.5% | -13.8% | +18.4% | +7.1% |
| 6M | +12.6% | +5.7% | +6.8% | +10.9% |
| YTD | +3.5% | -9.1% | +12.6% | +4.2% |
| 1Y | -0.4% | -0.8% | +0.4% | -1.4% |
| 3Y | +36.0% | +14.8% | +21.2% | +25.2% |
| 5Y | +30.9% | -11.5% | +42.5% | +26.2% |
| All | +95.3% | +26.3% | +69.0% | +85.4% |
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