-12.3%
IP vs FTI
+732.9%
-745.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.5% | +0.6% | -3.2% |
| 7D | -5.0% | -8.0% | +3.0% | -3.6% |
| 30D | +6.5% | -11.9% | +18.4% | +8.7% |
| 3M | -18.0% | -11.0% | -7.0% | -16.7% |
| 6M | +10.3% | -17.8% | +28.1% | +13.4% |
| YTD | -9.9% | +38.5% | -48.4% | -17.0% |
| 1Y | -1.1% | +45.9% | -47.0% | -9.9% |
| 3Y | +13.0% | +181.8% | -168.8% | -10.7% |
| 5Y | -12.3% | +748.6% | -760.9% | -43.3% |
| All | -12.3% | +732.9% | -745.2% | -43.3% |
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 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