-16.1%
IP vs MTB
+101.8%
-117.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -5.3% | +1.7% | -7.0% | -6.0% |
| 30D | -10.9% | -4.2% | -6.7% | -9.1% |
| 3M | +11.2% | +8.9% | +2.3% | +7.1% |
| 6M | -10.2% | +10.9% | -21.1% | -14.2% |
| YTD | -2.0% | +21.5% | -23.5% | -10.0% |
| 1Y | -19.1% | +21.9% | -41.0% | -25.9% |
| 3Y | +20.9% | +109.2% | -88.4% | -12.5% |
| All | -16.1% | +101.8% | -117.9% | -39.4% |
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