-16.1%
IP vs NTR
+51.4%
-67.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.4% |
| 7D | -5.3% | +8.1% | -13.4% | -6.5% |
| 30D | -10.9% | +18.8% | -29.6% | -13.4% |
| 3M | +11.2% | +16.2% | -5.0% | +8.3% |
| 6M | -10.2% | +9.8% | -20.0% | -12.5% |
| YTD | -2.0% | +30.9% | -32.9% | -8.0% |
| 1Y | -19.1% | +41.8% | -60.8% | -25.4% |
| 3Y | +20.9% | +35.8% | -14.9% | +10.9% |
| All | -16.1% | +51.4% | -67.6% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling