+322.2%
IP vs NTRS
+7,343.1%
-7,020.8%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | -0.3% | +3.2% | -3.5% | -1.7% |
| 30D | +7.9% | +9.6% | -1.7% | +3.4% |
| 3M | -15.3% | -6.0% | -9.3% | -13.0% |
| 6M | +10.5% | +10.4% | +0.1% | +5.2% |
| YTD | -9.4% | +32.5% | -41.8% | -21.3% |
| 1Y | -4.6% | +41.2% | -45.8% | -19.6% |
| 3Y | +21.2% | +173.4% | -152.2% | -26.1% |
| 5Y | -13.3% | +65.0% | -78.3% | -35.0% |
| 10Y | +21.6% | +192.3% | -170.7% | -31.1% |
| All | +322.2% | +7,343.1% | -7,020.8% | -7.7% |
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