+21.2%
IP vs MKTX
+6.7%
+14.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | -11.2% | +1.0% | -12.2% | -11.4% |
| 3M | +12.3% | +41.3% | -29.0% | +6.7% |
| 6M | -5.2% | -11.3% | +6.1% | -4.1% |
| YTD | -4.0% | -8.6% | +4.6% | -3.3% |
| 1Y | -19.2% | -11.1% | -8.2% | -18.5% |
| 3Y | +20.3% | -24.5% | +44.8% | +21.8% |
| 5Y | -17.5% | -61.4% | +43.9% | -8.4% |
| 10Y | +21.2% | +6.8% | +14.3% | -1.7% |
| All | +21.2% | +6.7% | +14.4% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling