-22.4%
IP vs TDY
+9.2%
-31.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -9.4% |
| 3M | +2.7% | -3.9% | +6.6% | +4.3% |
| 6M | -7.4% | -9.0% | +1.6% | -4.2% |
| YTD | -8.8% | +16.5% | -25.4% | -16.5% |
| 1Y | -22.4% | +9.3% | -31.7% | -28.9% |
| All | -22.4% | +9.2% | -31.6% | -28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling