-10.1%
IP vs NTR
+81.7%
-91.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.2% |
| 7D | -5.1% | +3.0% | -8.0% | -6.0% |
| 30D | +8.5% | +2.2% | +6.4% | +7.6% |
| 3M | -13.8% | +7.9% | -21.7% | -16.5% |
| 6M | +5.7% | -1.5% | +7.3% | +5.3% |
| YTD | -9.1% | +18.6% | -27.7% | -17.1% |
| 1Y | -0.8% | +31.7% | -32.5% | -13.1% |
| 3Y | +14.8% | +46.4% | -31.6% | -6.8% |
| 5Y | -11.5% | +24.2% | -35.7% | -31.6% |
| All | -10.1% | +81.7% | -91.8% | -49.3% |
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