-3.0%
IP vs NTR
+100.5%
-103.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.7% |
| 7D | -5.3% | +8.1% | -13.4% | -7.9% |
| 30D | -10.9% | +18.8% | -29.6% | -16.2% |
| 3M | +11.2% | +16.2% | -5.0% | +5.0% |
| 6M | -10.2% | +9.8% | -20.0% | -14.8% |
| YTD | -2.0% | +30.9% | -32.9% | -13.3% |
| 1Y | -19.1% | +41.8% | -60.8% | -30.8% |
| 3Y | +20.9% | +35.8% | -14.9% | +2.2% |
| 5Y | -17.8% | +51.0% | -68.9% | -42.1% |
| All | -3.0% | +100.5% | -103.5% | -47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling