+449.7%
V vs IP
+26.3%
+423.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +2.2% | -5.1% | +7.2% | +3.8% |
| 30D | +13.6% | +8.5% | +5.1% | +10.8% |
| 3M | +14.3% | -13.8% | +28.1% | +19.0% |
| 6M | +33.1% | +5.7% | +27.4% | +28.9% |
| YTD | +21.2% | -9.1% | +30.4% | +21.4% |
| 1Y | +26.4% | -0.8% | +27.3% | +22.6% |
| 3Y | +77.6% | +14.8% | +62.8% | +53.8% |
| 5Y | +102.6% | -11.5% | +114.1% | +91.9% |
| All | +449.7% | +26.3% | +423.4% | +373.7% |
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