+23.7%
IP vs TDY
+465.6%
-442.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.6% | -1.3% |
| 7D | 0.0% | -2.6% | +2.7% | +1.1% |
| 30D | +9.4% | +5.3% | +4.1% | +6.5% |
| 3M | -14.1% | -6.4% | -7.7% | -11.6% |
| 6M | +9.2% | +4.0% | +5.2% | +6.8% |
| YTD | -7.5% | +26.5% | -34.1% | -18.0% |
| 1Y | -2.8% | +24.2% | -27.0% | -13.1% |
| 3Y | +21.2% | +68.8% | -47.6% | -7.5% |
| 5Y | -11.5% | +45.9% | -57.3% | -28.9% |
| 10Y | +23.7% | +451.1% | -427.4% | -37.0% |
| All | +23.7% | +465.6% | -442.0% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling