-17.5%
IP vs NTRS
+87.6%
-105.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.6% |
| 7D | +0.1% | +1.7% | -1.6% | -0.7% |
| 30D | -11.2% | +0.1% | -11.4% | -11.4% |
| 3M | +12.3% | +9.8% | +2.5% | +7.2% |
| 6M | -5.2% | +34.7% | -39.9% | -18.3% |
| YTD | -4.0% | +37.4% | -41.4% | -18.4% |
| 1Y | -19.2% | +48.2% | -67.4% | -34.0% |
| 3Y | +20.3% | +163.5% | -143.2% | -26.6% |
| 5Y | -17.5% | +88.2% | -105.7% | -42.6% |
| All | -17.5% | +87.6% | -105.1% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling