+22.9%
IP vs ATI
+1,129.0%
-1,106.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.0% | -0.8% | +1.4% |
| 7D | -5.3% | -0.1% | -5.2% | -5.2% |
| 30D | -10.9% | +2.7% | -13.6% | -11.8% |
| 3M | +11.2% | +16.3% | -5.1% | +5.9% |
| 6M | -10.2% | +30.2% | -40.4% | -17.5% |
| YTD | -2.0% | +83.6% | -85.5% | -18.2% |
| 1Y | -19.1% | +173.0% | -192.1% | -39.9% |
| 3Y | +20.9% | +356.6% | -335.8% | -25.0% |
| 5Y | -17.8% | +1,074.2% | -1,092.0% | -62.6% |
| All | +22.9% | +1,129.0% | -1,106.1% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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