+23.7%
IP vs TECK
+211.9%
-188.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.4% |
| 7D | 0.0% | +1.7% | -1.7% | -0.4% |
| 30D | +9.4% | -7.6% | +17.0% | +11.3% |
| 3M | -14.1% | -5.9% | -8.2% | -13.1% |
| 6M | +9.2% | -2.8% | +12.0% | +9.1% |
| YTD | -7.5% | +31.8% | -39.4% | -15.0% |
| 1Y | -2.8% | +49.1% | -51.9% | -13.4% |
| 3Y | +21.2% | +83.0% | -61.8% | -0.5% |
| 5Y | -11.5% | +150.6% | -162.1% | -36.2% |
| 10Y | +23.7% | +219.0% | -195.3% | -28.4% |
| All | +23.7% | +211.9% | -188.3% | -28.4% |
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