-13.6%
IP vs FTI
+886.2%
-899.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.6% | +1.1% |
| 7D | -0.3% | +4.3% | -4.6% | -1.0% |
| 30D | +7.9% | -4.7% | +12.6% | +8.6% |
| 3M | -15.3% | -13.5% | -1.8% | -13.3% |
| 6M | +10.5% | -8.7% | +19.2% | +11.4% |
| YTD | -9.4% | +49.0% | -58.4% | -17.7% |
| 1Y | -4.6% | +54.0% | -58.7% | -14.0% |
| 3Y | +21.2% | +211.6% | -190.4% | -6.1% |
| All | -13.6% | +886.2% | -899.8% | -46.1% |
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