-9.7%
IP vs MTB
+67.9%
-77.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +1.8% |
| 7D | -3.0% | -0.8% | -2.3% | -2.6% |
| 30D | +10.6% | +2.4% | +8.2% | +9.4% |
| 3M | -13.6% | -10.5% | -3.1% | -9.1% |
| 6M | +10.4% | +6.4% | +4.0% | +7.5% |
| YTD | -6.5% | +12.8% | -19.3% | -11.2% |
| 1Y | -2.1% | +23.3% | -25.4% | -10.6% |
| 3Y | +22.0% | +108.2% | -86.3% | -10.9% |
| 5Y | -9.7% | +68.6% | -78.3% | -29.4% |
| All | -9.7% | +67.9% | -77.7% | -29.4% |
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