+22.4%
IP vs FTI
+180.1%
-157.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.7% |
| 7D | -2.8% | +1.4% | -4.2% | -3.1% |
| 30D | +9.2% | -6.3% | +15.5% | +10.6% |
| 3M | -16.1% | -13.1% | -3.0% | -13.7% |
| 6M | +9.6% | -8.0% | +17.5% | +10.5% |
| YTD | -8.8% | +47.1% | -55.8% | -18.6% |
| 1Y | -5.5% | +50.7% | -56.2% | -16.2% |
| 3Y | +19.6% | +209.0% | -189.3% | -13.7% |
| 5Y | -13.5% | +847.0% | -860.4% | -55.8% |
| 10Y | +22.4% | +184.3% | -161.9% | -26.5% |
| All | +22.4% | +180.1% | -157.7% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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