+26.5%
IP vs TECK
+212.7%
-186.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.6% |
| 7D | -5.1% | -0.2% | -4.8% | -5.0% |
| 30D | +8.5% | -7.5% | +16.1% | +10.4% |
| 3M | -13.8% | -8.4% | -5.4% | -12.3% |
| 6M | +5.7% | -2.2% | +8.0% | +5.4% |
| YTD | -9.1% | +26.8% | -35.9% | -15.6% |
| 1Y | -0.8% | +46.5% | -47.3% | -11.2% |
| 3Y | +14.8% | +69.0% | -54.2% | -4.0% |
| 5Y | -11.5% | +138.8% | -150.3% | -35.5% |
| All | +26.5% | +212.7% | -186.2% | -25.8% |
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