+125.8%
IP vs MKTX
+1,446.2%
-1,320.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -5.3% | +0.4% | -5.7% | -5.4% |
| 30D | -10.9% | +1.1% | -11.9% | -11.1% |
| 3M | +11.2% | +36.1% | -24.9% | +1.9% |
| 6M | -10.2% | -12.9% | +2.6% | -8.5% |
| YTD | -2.0% | -8.5% | +6.5% | -1.5% |
| 1Y | -19.1% | -7.5% | -11.5% | -19.1% |
| 3Y | +20.9% | -28.3% | +49.2% | +24.5% |
| 5Y | -17.8% | -63.3% | +45.5% | -2.1% |
| 10Y | +23.5% | +4.5% | +19.0% | +2.3% |
| All | +125.8% | +1,446.2% | -1,320.4% | -30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling