+319.9%
IP vs ETR
+4,539.7%
-4,219.8%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.5% | -3.4% |
| 7D | -5.0% | +0.3% | -5.3% | -5.1% |
| 30D | +6.5% | +6.8% | -0.3% | +3.8% |
| 3M | -18.0% | +3.8% | -21.9% | -19.3% |
| 6M | +10.3% | -5.5% | +15.8% | +12.4% |
| YTD | -9.9% | +21.5% | -31.4% | -17.2% |
| 1Y | -1.1% | +17.4% | -18.5% | -7.8% |
| 3Y | +13.0% | +147.7% | -134.7% | -22.8% |
| 5Y | -12.3% | +152.0% | -164.3% | -41.1% |
| 10Y | +26.8% | +353.4% | -326.6% | -33.0% |
| All | +319.9% | +4,539.7% | -4,219.8% | +28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling