+16.4%
IP vs NTNX
+146.9%
-130.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.8% |
| 7D | -5.9% | -3.9% | -2.0% | -5.5% |
| 30D | -17.0% | +1.7% | -18.7% | -17.2% |
| 3M | +8.9% | +31.7% | -22.8% | +5.4% |
| 6M | -10.0% | +69.4% | -79.3% | -15.6% |
| YTD | -9.8% | +26.6% | -36.3% | -12.8% |
| 1Y | -22.6% | -15.2% | -7.4% | -22.0% |
| 3Y | +13.1% | +80.9% | -67.8% | +1.8% |
| 5Y | -22.3% | +53.3% | -75.6% | -30.7% |
| All | +16.4% | +146.9% | -130.4% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 10y: compounded portfolio wealth divided by compounded NTNX 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…
10y analysis · Full analysis span regression · 6 months rolling