+101.4%
IP vs TDY
+7,137.3%
-7,036.0%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | -5.3% | -1.8% | -3.4% | -4.7% |
| 30D | -10.9% | -10.7% | -0.2% | -7.8% |
| 3M | +11.2% | -1.3% | +12.5% | +11.6% |
| 6M | -10.2% | -10.6% | +0.3% | -7.3% |
| YTD | -2.0% | +19.6% | -21.6% | -7.3% |
| 1Y | -19.1% | +11.6% | -30.7% | -22.0% |
| 3Y | +20.9% | +45.2% | -24.4% | +7.3% |
| 5Y | -17.8% | +36.1% | -53.9% | -26.4% |
| 10Y | +23.5% | +458.8% | -435.3% | -25.4% |
| All | +101.4% | +7,137.3% | -7,036.0% | -12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling