+23.9%
IP vs TECK
+69.4%
-45.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | -5.3% | -0.3% | -4.9% | -5.2% |
| 30D | -10.9% | +4.6% | -15.5% | -11.8% |
| 3M | +11.2% | +2.8% | +8.3% | +9.9% |
| 6M | -10.2% | +24.9% | -35.1% | -15.5% |
| YTD | -2.0% | +44.7% | -46.7% | -11.2% |
| 1Y | -19.1% | +112.0% | -131.1% | -33.2% |
| All | +23.9% | +69.4% | -45.5% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling