+243.6%
W vs IP
+31.6%
+212.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.9% | +1.7% | +2.6% |
| 7D | +3.3% | -3.0% | +6.3% | +5.7% |
| 30D | +10.5% | +10.6% | -0.1% | +3.3% |
| 3M | +9.6% | -13.6% | +23.2% | +20.8% |
| 6M | +76.4% | +10.4% | +66.0% | +65.1% |
| YTD | +16.4% | -6.5% | +22.9% | +19.7% |
| 1Y | +9.3% | -2.1% | +11.5% | +8.8% |
| 3Y | +172.8% | +22.0% | +150.8% | +129.7% |
| 5Y | -53.4% | -9.7% | -43.7% | -51.6% |
| 10Y | +243.6% | +26.8% | +216.8% | +169.1% |
| All | +243.6% | +31.6% | +212.0% | +169.1% |
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