+2.3%
IP vs NTRS
+43.5%
-41.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +0.2% |
| 7D | +3.4% | +3.6% | -0.2% | +1.9% |
| 30D | +11.2% | +4.3% | +6.9% | +9.2% |
| 3M | -14.8% | -1.9% | -12.8% | -14.4% |
| 6M | +17.3% | +11.4% | +5.8% | +11.0% |
| YTD | -6.2% | +32.3% | -38.5% | -21.1% |
| 1Y | +2.3% | +42.5% | -40.2% | -19.2% |
| All | +2.3% | +43.5% | -41.1% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling