+15.9%
IP vs NTRS
+256.1%
-240.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.8% |
| 7D | -5.9% | +0.3% | -6.2% | -6.1% |
| 30D | -17.0% | +0.2% | -17.2% | -17.2% |
| 3M | +8.9% | +13.2% | -4.3% | +1.1% |
| 6M | -10.0% | +36.9% | -46.9% | -25.4% |
| YTD | -9.8% | +39.1% | -48.9% | -26.4% |
| 1Y | -22.6% | +50.4% | -73.0% | -39.8% |
| 3Y | +13.1% | +166.8% | -153.7% | -39.1% |
| 5Y | -22.3% | +92.9% | -115.2% | -50.9% |
| All | +15.9% | +256.1% | -240.2% | -48.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling