+18.3%
IP vs TDY
+455.3%
-437.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.6% | -3.4% | -4.3% |
| 7D | -4.6% | -1.8% | -2.7% | -3.7% |
| 30D | -15.3% | -13.8% | -1.5% | -9.2% |
| 3M | +2.7% | -3.9% | +6.6% | +4.6% |
| 6M | -7.4% | -9.0% | +1.6% | -3.5% |
| YTD | -8.8% | +16.5% | -25.4% | -15.7% |
| 1Y | -22.4% | +9.3% | -31.7% | -26.3% |
| 3Y | +14.2% | +45.1% | -30.9% | -6.1% |
| 5Y | -21.8% | +35.0% | -56.8% | -34.8% |
| 10Y | +18.3% | +469.0% | -450.7% | -42.6% |
| All | +18.3% | +455.3% | -437.0% | -42.6% |
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