-21.8%
IP vs NTRS
+46.7%
-68.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.1% | -5.0% | -5.0% |
| 7D | -4.6% | +0.9% | -5.4% | -4.9% |
| 30D | -15.3% | -1.2% | -14.0% | -14.9% |
| 3M | +2.7% | +8.8% | -6.1% | -1.5% |
| 6M | -7.4% | +34.7% | -42.1% | -19.1% |
| YTD | -8.8% | +37.2% | -46.1% | -22.2% |
| All | -21.8% | +46.7% | -68.4% | -35.3% |
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