+22.4%
IP vs TECK
+218.8%
-196.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.7% |
| 7D | -2.8% | -1.2% | -1.6% | -2.5% |
| 30D | +9.2% | -5.7% | +14.9% | +10.6% |
| 3M | -16.1% | -3.6% | -12.5% | -15.7% |
| 6M | +9.6% | -2.2% | +11.8% | +9.3% |
| YTD | -8.8% | +33.6% | -42.3% | -16.4% |
| 1Y | -5.5% | +49.0% | -54.5% | -15.8% |
| 3Y | +19.6% | +85.4% | -65.8% | -2.2% |
| 5Y | -13.5% | +138.5% | -152.0% | -36.8% |
| 10Y | +22.4% | +218.0% | -195.6% | -29.3% |
| All | +22.4% | +218.8% | -196.4% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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