+23.9%
IP vs FTI
+314.3%
-290.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | -5.3% | +5.3% | -10.5% | -6.3% |
| 30D | -10.9% | +15.3% | -26.2% | -13.6% |
| 3M | +11.2% | +15.8% | -4.6% | +7.2% |
| 6M | -10.2% | +22.6% | -32.8% | -15.1% |
| YTD | -2.0% | +79.5% | -81.5% | -15.9% |
| 1Y | -19.1% | +102.0% | -121.1% | -32.9% |
| All | +23.9% | +314.3% | -290.4% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling