-12.4%
IP vs TDY
+38.0%
-50.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.5% | -3.7% | -1.2% |
| 7D | -5.1% | -6.0% | +1.0% | -2.6% |
| 30D | +8.5% | +2.4% | +6.1% | +7.1% |
| 3M | -13.8% | -10.0% | -3.8% | -10.0% |
| 6M | +5.7% | -4.0% | +9.7% | +7.2% |
| YTD | -9.1% | +21.1% | -30.2% | -17.3% |
| 1Y | -0.8% | +22.1% | -22.9% | -10.1% |
| 3Y | +14.8% | +64.0% | -49.2% | -9.4% |
| All | -12.4% | +38.0% | -50.3% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling