+122.7%
IP vs TECK
+1,872.0%
-1,749.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.1% | +3.1% | -2.1% |
| 7D | -5.0% | -6.0% | +1.0% | -3.5% |
| 30D | +6.5% | -10.7% | +17.2% | +9.5% |
| 3M | -18.0% | -9.2% | -8.9% | -16.3% |
| 6M | +10.3% | +3.9% | +6.4% | +8.2% |
| YTD | -9.9% | +25.7% | -35.5% | -16.7% |
| 1Y | -1.1% | +44.3% | -45.3% | -11.9% |
| 3Y | +13.0% | +65.7% | -52.7% | -6.4% |
| 5Y | -12.3% | +136.6% | -148.9% | -37.4% |
| 10Y | +26.8% | +221.4% | -194.5% | -27.8% |
| All | +122.7% | +1,872.0% | -1,749.3% | -25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling