-9.7%
IP vs FTI
+771.0%
-780.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.8% |
| 7D | -3.0% | -4.3% | +1.3% | -2.3% |
| 30D | +10.6% | -8.0% | +18.7% | +12.0% |
| 3M | -13.6% | -8.0% | -5.5% | -12.7% |
| 6M | +10.4% | -8.7% | +19.1% | +11.2% |
| YTD | -6.5% | +43.9% | -50.4% | -14.5% |
| 1Y | -2.1% | +49.8% | -51.9% | -11.2% |
| 3Y | +22.0% | +211.7% | -189.7% | -5.3% |
| 5Y | -9.7% | +781.6% | -791.3% | -42.4% |
| All | -9.7% | +771.0% | -780.7% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling