-12.4%
IP vs MTB
+63.3%
-75.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.3% |
| 7D | -5.1% | -1.3% | -3.7% | -4.4% |
| 30D | +8.5% | +0.5% | +8.0% | +8.3% |
| 3M | -13.8% | -12.4% | -1.4% | -8.5% |
| 6M | +5.7% | +1.5% | +4.2% | +5.2% |
| YTD | -9.1% | +10.3% | -19.4% | -12.8% |
| 1Y | -0.8% | +22.2% | -23.0% | -8.9% |
| 3Y | +14.8% | +96.9% | -82.1% | -14.2% |
| All | -12.4% | +63.3% | -75.7% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling