-6.7%
IP vs TDY
+25.8%
-32.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -1.8% |
| 7D | -0.9% | +9.4% | -10.3% | -5.2% |
| 30D | +6.7% | +5.9% | +0.7% | +3.2% |
| 3M | -16.6% | -5.7% | -10.9% | -14.7% |
| 6M | +6.0% | +2.4% | +3.6% | +3.6% |
| YTD | -10.7% | +26.8% | -37.5% | -25.9% |
| 1Y | -6.7% | +24.7% | -31.3% | -21.5% |
| All | -6.7% | +25.8% | -32.5% | -21.5% |
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