+20.3%
IP vs NTR
+42.0%
-21.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.1% |
| 7D | +0.1% | +3.8% | -3.8% | -0.3% |
| 30D | -11.2% | +25.2% | -36.5% | -13.1% |
| 3M | +12.3% | +21.0% | -8.7% | +10.3% |
| 6M | -5.2% | +7.6% | -12.8% | -6.4% |
| YTD | -4.0% | +32.9% | -36.8% | -8.9% |
| 1Y | -19.2% | +43.1% | -62.3% | -24.5% |
| 3Y | +20.3% | +41.6% | -21.3% | +13.4% |
| All | +20.3% | +42.0% | -21.6% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling