+13.8%
IP vs MTB
+97.1%
-83.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -2.8% |
| 7D | -5.0% | -1.9% | -3.1% | -3.9% |
| 30D | +6.5% | +0.5% | +6.1% | +6.3% |
| 3M | -18.0% | -12.2% | -5.8% | -12.1% |
| 6M | +10.3% | +3.4% | +6.9% | +8.7% |
| YTD | -9.9% | +11.3% | -21.2% | -14.5% |
| 1Y | -1.1% | +23.3% | -24.4% | -10.6% |
| All | +13.8% | +97.1% | -83.2% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 3y: compounded portfolio wealth divided by compounded MTB 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…
3y analysis · Full analysis span regression · 6 months rolling