-11.6%
IP vs NTR
+81.1%
-92.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -0.9% | -1.4% | +0.5% | -0.4% |
| 30D | +6.7% | +2.2% | +4.5% | +5.8% |
| 3M | -16.6% | +6.8% | -23.4% | -18.8% |
| 6M | +6.0% | +0.6% | +5.4% | +4.9% |
| YTD | -10.7% | +18.2% | -28.9% | -18.4% |
| 1Y | -6.7% | +21.3% | -28.0% | -15.7% |
| 3Y | +17.1% | +46.6% | -29.5% | -5.0% |
| 5Y | -14.6% | +21.3% | -35.8% | -33.1% |
| All | -11.6% | +81.1% | -92.7% | -50.1% |
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