-5.5%
IP vs NTRS
+40.0%
-45.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.5% |
| 7D | -2.8% | +0.4% | -3.2% | -2.9% |
| 30D | +9.2% | +5.6% | +3.6% | +6.7% |
| 3M | -16.1% | -4.4% | -11.8% | -14.8% |
| 6M | +9.6% | +12.0% | -2.5% | +3.6% |
| YTD | -8.8% | +32.8% | -41.6% | -23.0% |
| 1Y | -5.5% | +40.0% | -45.5% | -23.8% |
| All | -5.5% | +40.0% | -45.5% | -23.8% |
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