+356.7%
IP vs NTRS
+7,693.4%
-7,336.7%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -5.3% | +0.4% | -5.7% | -5.4% |
| 30D | -10.9% | +1.7% | -12.6% | -11.6% |
| 3M | +11.2% | +8.9% | +2.3% | +6.7% |
| 6M | -10.2% | +30.6% | -40.8% | -21.1% |
| YTD | -2.0% | +38.7% | -40.7% | -16.6% |
| 1Y | -19.1% | +48.1% | -67.2% | -33.4% |
| 3Y | +20.9% | +165.5% | -144.7% | -25.6% |
| 5Y | -17.8% | +85.6% | -103.4% | -41.6% |
| 10Y | +23.5% | +246.1% | -222.5% | -35.1% |
| All | +356.7% | +7,693.4% | -7,336.7% | -2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling