-7.5%
IP vs NTR
+83.8%
-91.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.5% |
| 7D | -3.0% | +3.0% | -6.0% | -4.0% |
| 30D | +10.6% | +7.1% | +3.5% | +8.0% |
| 3M | -13.6% | +13.1% | -26.7% | -17.5% |
| 6M | +10.4% | +7.6% | +2.8% | +6.7% |
| YTD | -6.5% | +20.0% | -26.4% | -15.0% |
| 1Y | -2.1% | +30.2% | -32.3% | -13.9% |
| 3Y | +22.0% | +46.8% | -24.8% | -0.9% |
| 5Y | -9.7% | +22.7% | -32.5% | -29.5% |
| All | -7.5% | +83.8% | -91.3% | -48.1% |
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