-9.7%
IP vs NTR
+82.2%
-91.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | -2.8% | -0.6% | -2.2% | -2.6% |
| 30D | +9.2% | +5.4% | +3.8% | +7.2% |
| 3M | -16.1% | +7.3% | -23.5% | -18.5% |
| 6M | +9.6% | +2.2% | +7.4% | +7.9% |
| YTD | -8.8% | +18.9% | -27.7% | -16.8% |
| 1Y | -5.5% | +23.7% | -29.2% | -15.2% |
| 3Y | +19.6% | +47.5% | -27.9% | -3.1% |
| 5Y | -13.5% | +22.0% | -35.5% | -32.4% |
| All | -9.7% | +82.2% | -91.9% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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