+22.6%
IP vs FTI
+311.9%
-289.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | -5.3% | +5.3% | -10.5% | -6.5% |
| 30D | -10.9% | +15.3% | -26.2% | -14.1% |
| 3M | +11.2% | +15.8% | -4.6% | +6.5% |
| 6M | -10.2% | +22.6% | -32.8% | -15.5% |
| YTD | -2.0% | +79.5% | -81.5% | -16.3% |
| 1Y | -19.1% | +102.0% | -121.1% | -33.2% |
| 3Y | +20.9% | +315.8% | -295.0% | -18.8% |
| 5Y | -17.8% | +1,129.5% | -1,147.3% | -60.6% |
| All | +22.6% | +311.9% | -289.3% | -32.3% |
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