-19.1%
IP vs TNA
+70.0%
-89.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.0% |
| 7D | -5.3% | -0.1% | -5.2% | -5.2% |
| 30D | -10.9% | -4.9% | -5.9% | -9.5% |
| 3M | +11.2% | +0.4% | +10.8% | +10.3% |
| 6M | -10.2% | +32.5% | -42.8% | -19.0% |
| YTD | -2.0% | +53.7% | -55.7% | -16.2% |
| 1Y | -19.1% | +65.1% | -84.2% | -32.5% |
| All | -19.1% | +70.0% | -89.1% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling