+142.2%
IP vs TECK
+2,171.4%
-2,029.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.9% |
| 3M | +11.2% | +2.8% | +8.3% | +9.8% |
| 6M | -10.2% | +24.9% | -35.1% | -16.1% |
| YTD | -2.0% | +44.7% | -46.7% | -12.4% |
| 1Y | -19.1% | +112.0% | -131.1% | -35.1% |
| 3Y | +20.9% | +67.6% | -46.7% | -0.3% |
| 5Y | -17.8% | +200.3% | -218.2% | -45.0% |
| 10Y | +23.5% | +358.2% | -334.7% | -36.3% |
| All | +142.2% | +2,171.4% | -2,029.2% | -21.6% |
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