+26.5%
IP vs ETR
+352.3%
-325.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -5.1% | +0.4% | -5.5% | -5.2% |
| 30D | +8.5% | +7.5% | +1.0% | +4.9% |
| 3M | -13.8% | +4.4% | -18.3% | -15.6% |
| 6M | +5.7% | -1.5% | +7.3% | +6.2% |
| YTD | -9.1% | +21.8% | -30.9% | -18.0% |
| 1Y | -0.8% | +18.4% | -19.2% | -9.3% |
| 3Y | +14.8% | +148.5% | -133.7% | -27.9% |
| 5Y | -11.5% | +152.6% | -164.1% | -45.8% |
| All | +26.5% | +352.3% | -325.8% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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