-12.4%
IP vs FTI
+776.4%
-788.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.3% |
| 7D | -5.1% | -7.6% | +2.6% | -3.7% |
| 30D | +8.5% | -7.1% | +15.7% | +9.7% |
| 3M | -13.8% | -8.7% | -5.1% | -12.8% |
| 6M | +5.7% | -14.0% | +19.7% | +7.8% |
| YTD | -9.1% | +42.8% | -52.0% | -16.8% |
| 1Y | -0.8% | +50.4% | -51.2% | -10.1% |
| 3Y | +14.8% | +194.1% | -179.3% | -10.0% |
| All | -12.4% | +776.4% | -788.8% | -43.8% |
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