+92.7%
USB vs IP
+25.2%
+67.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -0.1% |
| 7D | -1.5% | -5.0% | +3.5% | +1.1% |
| 30D | +4.3% | +6.5% | -2.2% | +0.7% |
| 3M | -6.1% | -18.0% | +12.0% | +3.2% |
| 6M | +9.4% | +10.3% | -0.9% | +1.0% |
| YTD | +15.2% | -9.9% | +25.1% | +15.7% |
| 1Y | +32.8% | -1.1% | +33.8% | +26.0% |
| 3Y | +91.3% | +13.0% | +78.3% | +52.6% |
| 5Y | +22.7% | -12.3% | +34.9% | +13.3% |
| All | +92.7% | +25.2% | +67.5% | +21.8% |
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