-13.6%
IP vs NTR
+19.8%
-33.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | +7.9% | +2.0% | +6.0% | +7.6% |
| 3M | -15.3% | +6.4% | -21.7% | -16.3% |
| 6M | +10.5% | +1.6% | +8.9% | +9.9% |
| YTD | -9.4% | +18.2% | -27.6% | -13.6% |
| 1Y | -4.6% | +23.9% | -28.6% | -10.0% |
| 3Y | +21.2% | +44.7% | -23.4% | +9.2% |
| All | -13.6% | +19.8% | -33.5% | -21.7% |
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